+309.5%
KLAC vs ROL
+14.4%
+295.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.2% |
| 7D | +7.5% | +0.8% | +6.7% | +7.3% |
| 30D | -15.3% | +20.6% | -35.9% | -18.4% |
| 3M | -19.6% | +4.5% | -24.1% | -20.3% |
| 6M | -12.5% | -26.5% | +14.0% | -5.3% |
| YTD | +33.0% | -34.8% | +67.8% | +49.1% |
| 1Y | +35.9% | -33.2% | +69.1% | +50.8% |
| 3Y | +208.6% | +4.5% | +204.2% | +177.7% |
| 5Y | +309.5% | +15.5% | +293.9% | +216.9% |
| All | +309.5% | +14.4% | +295.0% | +216.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling