+2,896.3%
KLAC vs ROP
+135.6%
+2,760.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -2.7% | -4.6% | +1.9% | +0.3% |
| 30D | -13.2% | -1.7% | -11.5% | -12.8% |
| 3M | -25.0% | +17.1% | -42.1% | -35.6% |
| 6M | +23.6% | +10.9% | +12.7% | +8.6% |
| YTD | +49.2% | -12.1% | +61.3% | +54.5% |
| 1Y | +89.3% | -24.2% | +113.6% | +119.9% |
| 3Y | +274.4% | -20.4% | +294.7% | +312.4% |
| 5Y | +440.9% | -15.4% | +456.3% | +465.1% |
| All | +2,896.3% | +135.6% | +2,760.7% | +1,552.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling