+157,276.9%
KLAC vs ROL
+9,030.3%
+148,246.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.4% | +6.9% | +7.1% |
| 7D | +5.7% | -1.4% | +7.2% | +6.5% |
| 30D | -3.6% | -4.1% | +0.5% | -1.8% |
| 3M | -12.8% | -22.5% | +9.7% | -3.0% |
| 6M | +26.1% | -37.7% | +63.7% | +56.0% |
| YTD | +53.3% | -39.6% | +92.9% | +91.6% |
| 1Y | +113.7% | -36.0% | +149.7% | +156.8% |
| 3Y | +274.9% | -5.1% | +280.0% | +258.6% |
| 5Y | +470.1% | -3.4% | +473.5% | +425.8% |
| 10Y | +2,997.0% | +215.2% | +2,781.8% | +1,408.4% |
| All | +157,276.9% | +9,030.3% | +148,246.7% | +11,429.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling