+14,672.7%
KLAC vs RMBS
+1,363.4%
+13,309.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.3% |
| 7D | +10.6% | +3.0% | +7.6% | +9.6% |
| 30D | -4.5% | -14.4% | +9.9% | +0.1% |
| 3M | -10.3% | -42.8% | +32.6% | +7.3% |
| 6M | +40.9% | -1.4% | +42.3% | +41.1% |
| YTD | +56.1% | -5.4% | +61.5% | +56.7% |
| 1Y | +109.0% | +18.6% | +90.5% | +93.9% |
| 3Y | +288.8% | +57.3% | +231.6% | +223.4% |
| 5Y | +489.1% | +265.7% | +223.4% | +288.6% |
| 10Y | +3,041.8% | +546.0% | +2,495.7% | +1,693.6% |
| All | +14,672.7% | +1,363.4% | +13,309.3% | +1,604.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling