+129,057.6%
KLAC vs ROL
+9,850.6%
+119,207.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.7% | -4.4% |
| 7D | +10.0% | +3.0% | +7.0% | +8.4% |
| 30D | -14.8% | +19.8% | -34.6% | -22.7% |
| 3M | -27.2% | +7.9% | -35.1% | -30.9% |
| 6M | -17.5% | -25.6% | +8.2% | -7.7% |
| YTD | +25.8% | -34.1% | +60.0% | +48.6% |
| 1Y | +31.8% | -31.4% | +63.2% | +52.1% |
| 3Y | +195.3% | +4.7% | +190.6% | +166.6% |
| 5Y | +285.9% | +15.6% | +270.3% | +222.6% |
| 10Y | +2,247.6% | +220.6% | +2,027.0% | +1,021.8% |
| All | +129,057.6% | +9,850.6% | +119,207.1% | +8,841.9% |
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 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