+2,896.3%
KLAC vs RNG
+222.9%
+2,673.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.1% | +2.0% |
| 7D | -2.7% | -6.1% | +3.4% | -1.3% |
| 30D | -13.2% | +9.6% | -22.8% | -15.3% |
| 3M | -25.0% | +83.3% | -108.3% | -36.5% |
| 6M | +23.6% | +77.9% | -54.3% | +3.3% |
| YTD | +49.2% | +139.9% | -90.7% | +11.8% |
| 1Y | +89.3% | +121.7% | -32.3% | +44.2% |
| 3Y | +274.4% | +121.9% | +152.5% | +169.1% |
| 5Y | +440.9% | -68.4% | +509.3% | +512.5% |
| All | +2,896.3% | +222.9% | +2,673.4% | +1,538.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling