+2,323.7%
KLAC vs ROL
+213.5%
+2,110.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.7% |
| 7D | +21.2% | -1.7% | +22.9% | +22.0% |
| 30D | -14.5% | +18.5% | -33.0% | -20.8% |
| 3M | -24.4% | +4.3% | -28.7% | -26.4% |
| 6M | -12.9% | -27.7% | +14.8% | -1.6% |
| YTD | +29.9% | -35.8% | +65.7% | +54.5% |
| 1Y | +31.9% | -34.1% | +66.0% | +54.5% |
| 3Y | +201.5% | +2.9% | +198.6% | +168.8% |
| 5Y | +298.6% | +12.7% | +285.8% | +224.6% |
| All | +2,323.7% | +213.5% | +2,110.2% | +906.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling