+113.7%
KLAC vs ROL
-35.4%
+149.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.4% | +6.9% | +7.5% |
| 7D | +5.7% | -1.4% | +7.2% | +5.3% |
| 30D | -3.6% | -4.1% | +0.5% | -4.8% |
| 3M | -12.8% | -22.5% | +9.7% | -17.3% |
| 6M | +26.1% | -37.7% | +63.7% | +18.5% |
| YTD | +53.3% | -39.6% | +92.9% | +46.6% |
| 1Y | +113.7% | -36.0% | +149.7% | +109.9% |
| All | +113.7% | -35.4% | +149.1% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling