+91.0%
KLAC vs ROP
-24.5%
+115.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.7% | -3.4% |
| 7D | +2.5% | -8.0% | +10.4% | -2.6% |
| 30D | -11.5% | -2.7% | -8.8% | -12.7% |
| 3M | -16.9% | +16.6% | -33.5% | -9.0% |
| 6M | +22.2% | +10.4% | +11.9% | +32.2% |
| YTD | +46.4% | -12.1% | +58.4% | +48.4% |
| 1Y | +91.0% | -23.6% | +114.6% | +87.9% |
| All | +91.0% | -24.5% | +115.5% | +87.9% |
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