+160,142.9%
KLAC vs ROK
+15,675.2%
+144,467.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.4% |
| 7D | +10.6% | +2.8% | +7.8% | +9.0% |
| 30D | -4.5% | -2.4% | -2.1% | -3.2% |
| 3M | -10.3% | -4.7% | -5.6% | -7.3% |
| 6M | +40.9% | +16.8% | +24.1% | +31.3% |
| YTD | +56.1% | +11.4% | +44.7% | +48.9% |
| 1Y | +109.0% | +26.2% | +82.9% | +87.4% |
| 3Y | +288.8% | +51.9% | +237.0% | +209.6% |
| 5Y | +489.1% | +46.4% | +442.8% | +375.7% |
| 10Y | +3,041.8% | +343.5% | +2,698.2% | +1,361.0% |
| All | +160,142.9% | +15,675.2% | +144,467.8% | +18,886.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling