+19,689.9%
KLAC vs RMD
+35,656.8%
-15,966.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +2.7% |
| 7D | +10.6% | -4.5% | +15.0% | +11.9% |
| 30D | -4.5% | +4.6% | -9.1% | -5.9% |
| 3M | -10.3% | +14.8% | -25.0% | -14.7% |
| 6M | +40.9% | -12.1% | +53.0% | +43.9% |
| YTD | +56.1% | -7.5% | +63.6% | +57.1% |
| 1Y | +109.0% | -20.1% | +129.1% | +118.8% |
| 3Y | +288.8% | +53.9% | +235.0% | +233.4% |
| 5Y | +489.1% | -22.2% | +511.4% | +505.0% |
| 10Y | +3,041.8% | +268.2% | +2,773.5% | +2,106.6% |
| All | +19,689.9% | +35,656.8% | -15,966.9% | +6,598.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling