+430.6%
KLAC vs RNG
-70.1%
+500.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.3% | -3.0% |
| 7D | +2.5% | -9.6% | +12.0% | +4.3% |
| 30D | -11.5% | +8.8% | -20.3% | -13.2% |
| 3M | -16.9% | +78.6% | -95.6% | -27.3% |
| 6M | +22.2% | +70.3% | -48.0% | +6.4% |
| YTD | +46.4% | +140.3% | -94.0% | +14.2% |
| 1Y | +91.0% | +126.6% | -35.6% | +50.6% |
| 3Y | +264.6% | +120.2% | +144.3% | +174.3% |
| 5Y | +430.6% | -68.3% | +498.9% | +472.0% |
| All | +430.6% | -70.1% | +500.7% | +472.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling