+91.0%
KLAC vs ROL
-38.5%
+129.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +2.5% | -3.2% | +5.7% | +1.4% |
| 30D | -11.5% | -6.6% | -4.9% | -13.2% |
| 3M | -16.9% | -27.3% | +10.4% | -22.1% |
| 6M | +22.2% | -38.1% | +60.3% | +14.3% |
| YTD | +46.4% | -41.8% | +88.1% | +38.7% |
| 1Y | +91.0% | -37.8% | +128.8% | +86.1% |
| All | +91.0% | -38.5% | +129.5% | +86.1% |
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