+113.7%
KLAC vs RMD
-14.6%
+128.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.7% | +7.3% |
| 7D | +5.7% | -5.0% | +10.7% | +5.2% |
| 30D | -3.6% | +2.2% | -5.8% | -3.2% |
| 3M | -12.8% | +17.8% | -30.7% | -13.0% |
| 6M | +26.1% | -11.3% | +37.4% | +42.1% |
| YTD | +53.3% | -4.4% | +57.7% | +67.8% |
| 1Y | +113.7% | -15.7% | +129.4% | +152.6% |
| All | +113.7% | -14.6% | +128.3% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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