+2,247.0%
KLAC vs ROP
+185.2%
+2,061.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.4% |
| 7D | +10.0% | +0.7% | +9.3% | +9.5% |
| 30D | -14.8% | +28.8% | -43.6% | -28.4% |
| 3M | -27.2% | +21.1% | -48.2% | -37.0% |
| 6M | -17.5% | +52.5% | -70.0% | -41.9% |
| YTD | +25.8% | +8.9% | +17.0% | +11.9% |
| 1Y | +31.8% | +8.2% | +23.6% | +17.6% |
| 3Y | +195.3% | -5.2% | +200.5% | +188.8% |
| 5Y | +285.9% | +1.7% | +284.2% | +254.9% |
| All | +2,247.0% | +185.2% | +2,061.8% | +960.8% |
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