+279.1%
KLAC vs ROP
-18.8%
+297.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -3.2% |
| 7D | +6.2% | -6.1% | +12.3% | +6.3% |
| 30D | -5.0% | -3.4% | -1.6% | -5.0% |
| 3M | -14.4% | +16.7% | -31.1% | -17.4% |
| 6M | +28.3% | +8.1% | +20.2% | +26.6% |
| YTD | +51.1% | -11.7% | +62.8% | +65.1% |
| 1Y | +100.4% | -24.2% | +124.6% | +141.9% |
| All | +279.1% | -18.8% | +297.8% | +321.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling