+26.2%
KLAC vs ROP
+10.4%
+15.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.9% | -8.0% | -1.4% |
| 7D | -5.7% | +11.7% | -17.4% | +2.0% |
| 30D | -27.6% | +35.5% | -63.0% | -10.2% |
| 3M | -23.3% | +25.6% | -48.9% | -9.0% |
| 6M | -12.4% | +39.3% | -51.6% | +13.0% |
| YTD | +23.7% | +11.6% | +12.1% | +51.3% |
| 1Y | +26.2% | +10.6% | +15.6% | +55.1% |
| All | +26.2% | +10.4% | +15.8% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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