+430.6%
KLAC vs ROK
+44.8%
+385.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.4% |
| 7D | +2.5% | -1.6% | +4.1% | +3.7% |
| 30D | -11.5% | -5.4% | -6.1% | -7.9% |
| 3M | -16.9% | -4.0% | -13.0% | -13.7% |
| 6M | +22.2% | +13.3% | +8.9% | +13.8% |
| YTD | +46.4% | +9.3% | +37.0% | +39.2% |
| 1Y | +91.0% | +25.8% | +65.2% | +66.1% |
| 3Y | +264.6% | +49.1% | +215.5% | +170.2% |
| 5Y | +430.6% | +45.9% | +384.7% | +292.1% |
| All | +430.6% | +44.8% | +385.8% | +292.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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