+26.2%
KLAC vs RNG
+179.4%
-153.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | -5.7% | -9.6% | +3.9% | -6.4% |
| 30D | -27.6% | -1.4% | -26.2% | -27.6% |
| 3M | -23.3% | +28.8% | -52.0% | -21.1% |
| 6M | -12.4% | +65.6% | -77.9% | -6.2% |
| YTD | +23.7% | +171.4% | -147.7% | +32.1% |
| 1Y | +26.2% | +185.3% | -159.1% | +29.5% |
| All | +26.2% | +179.4% | -153.2% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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