+1,866.0%
KLAC vs ROKU
+880.6%
+985.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.4% | +1.9% |
| 7D | -2.7% | -0.4% | -2.2% | -2.6% |
| 30D | -13.2% | +2.1% | -15.2% | -13.5% |
| 3M | -25.0% | +29.5% | -54.5% | -28.9% |
| 6M | +23.6% | +53.8% | -30.2% | +13.4% |
| YTD | +49.2% | +42.8% | +6.4% | +38.5% |
| 1Y | +89.3% | +60.7% | +28.6% | +71.8% |
| 3Y | +274.4% | +83.9% | +190.5% | +214.6% |
| 5Y | +440.9% | -52.8% | +493.8% | +414.0% |
| All | +1,866.0% | +880.6% | +985.4% | +1,452.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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