+298.6%
KLAC vs ROP
+2.3%
+296.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +21.2% | -2.7% | +23.9% | +22.0% |
| 30D | -14.5% | +29.7% | -44.2% | -22.2% |
| 3M | -24.4% | +21.2% | -45.6% | -29.9% |
| 6M | -12.9% | +48.3% | -61.2% | -29.4% |
| YTD | +29.9% | +8.4% | +21.5% | +28.8% |
| 1Y | +31.9% | +6.0% | +25.9% | +33.1% |
| 3Y | +201.5% | -5.6% | +207.1% | +226.7% |
| 5Y | +298.6% | +1.3% | +297.3% | +280.1% |
| All | +298.6% | +2.3% | +296.2% | +280.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling