+1,890.7%
KLAC vs ROKU
+867.7%
+1,022.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.9% |
| 7D | +6.2% | -3.0% | +9.2% | +6.8% |
| 30D | -5.0% | +0.7% | -5.7% | -5.2% |
| 3M | -14.4% | +26.5% | -40.9% | -18.4% |
| 6M | +28.3% | +52.6% | -24.3% | +17.9% |
| YTD | +51.1% | +40.9% | +10.2% | +40.6% |
| 1Y | +100.4% | +57.6% | +42.7% | +82.5% |
| 3Y | +276.3% | +83.2% | +193.2% | +216.5% |
| 5Y | +452.1% | -54.8% | +506.9% | +428.2% |
| All | +1,890.7% | +867.7% | +1,022.9% | +1,475.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling