-12.5%
KLAC vs RL
+11.2%
-23.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.4% | +6.6% | +5.9% |
| 7D | +7.5% | -4.4% | +11.9% | +9.7% |
| 30D | -15.3% | +5.6% | -20.9% | -16.2% |
| 3M | -19.6% | -0.6% | -19.0% | -19.2% |
| 6M | -12.5% | +15.5% | -28.0% | -16.2% |
| All | -12.5% | +11.2% | -23.8% | -16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling