+13,140.6%
KLAC vs RL
+1,568.4%
+11,572.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +5.8% | +3.5% | +7.2% |
| 7D | -1.1% | +0.2% | -1.4% | -1.0% |
| 30D | -22.6% | +7.3% | -29.9% | -24.4% |
| 3M | -23.5% | +1.0% | -24.5% | -23.9% |
| 6M | -18.8% | +11.8% | -30.6% | -22.5% |
| YTD | +25.0% | +13.6% | +11.4% | +18.6% |
| 1Y | +27.5% | +24.0% | +3.5% | +17.0% |
| 3Y | +206.1% | +256.6% | -50.4% | +89.8% |
| 5Y | +281.0% | +240.2% | +40.8% | +137.4% |
| 10Y | +2,249.0% | +373.0% | +1,876.0% | +1,092.4% |
| All | +13,140.6% | +1,568.4% | +11,572.2% | +3,992.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling