+4,854.1%
KLAC vs RNG
+309.1%
+4,545.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.4% | +6.2% | +2.7% |
| 7D | +10.6% | -0.8% | +11.4% | +10.6% |
| 30D | -4.5% | +11.4% | -15.9% | -7.0% |
| 3M | -10.3% | +72.1% | -82.3% | -22.2% |
| 6M | +40.9% | +67.9% | -27.0% | +20.8% |
| YTD | +56.1% | +144.3% | -88.2% | +18.9% |
| 1Y | +109.0% | +117.5% | -8.5% | +63.2% |
| 3Y | +288.8% | +123.9% | +165.0% | +186.7% |
| 5Y | +489.1% | -70.1% | +559.2% | +551.3% |
| 10Y | +3,041.8% | +215.9% | +2,825.9% | +1,967.5% |
| All | +4,854.1% | +309.1% | +4,545.0% | +2,925.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling