+489.1%
KLAC vs RL
+241.4%
+247.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +3.0% | +2.4% |
| 7D | +10.6% | +1.9% | +8.7% | +9.5% |
| 30D | -4.5% | -12.2% | +7.7% | +2.0% |
| 3M | -10.3% | -6.6% | -3.6% | -7.5% |
| 6M | +40.9% | +3.2% | +37.7% | +36.9% |
| YTD | +56.1% | -1.3% | +57.4% | +54.8% |
| 1Y | +109.0% | +13.6% | +95.4% | +91.4% |
| 3Y | +288.8% | +210.9% | +78.0% | +98.0% |
| 5Y | +489.1% | +246.9% | +242.3% | +172.0% |
| All | +489.1% | +241.4% | +247.7% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling