+452.1%
KLAC vs ROL
-6.0%
+458.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.0% |
| 7D | +6.2% | -3.3% | +9.5% | +6.9% |
| 30D | -5.0% | -7.2% | +2.2% | -3.5% |
| 3M | -14.4% | -27.0% | +12.6% | -8.4% |
| 6M | +28.3% | -39.5% | +67.8% | +45.4% |
| YTD | +51.1% | -41.8% | +92.9% | +72.7% |
| 1Y | +100.4% | -38.9% | +139.2% | +124.1% |
| 3Y | +276.3% | -0.4% | +276.7% | +240.0% |
| 5Y | +452.1% | -4.2% | +456.3% | +356.3% |
| All | +452.1% | -6.0% | +458.0% | +356.3% |
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