+89.3%
KLAC vs RMBS
+11.7%
+77.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.0% |
| 7D | -2.7% | +1.8% | -4.4% | -3.5% |
| 30D | -13.2% | -13.9% | +0.7% | -6.3% |
| 3M | -25.0% | -39.8% | +14.8% | -3.7% |
| 6M | +23.6% | -6.0% | +29.6% | +29.3% |
| YTD | +49.2% | -5.4% | +54.6% | +52.2% |
| 1Y | +89.3% | -1.8% | +91.1% | +86.3% |
| All | +89.3% | +11.7% | +77.6% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling