+104,817.9%
KLAC vs ROP
+25,523.2%
+79,294.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.6% | +10.9% | +8.8% |
| 7D | +5.7% | -4.4% | +10.2% | +7.6% |
| 30D | -3.6% | +3.2% | -6.9% | -5.2% |
| 3M | -12.8% | +23.1% | -35.9% | -21.8% |
| 6M | +26.1% | +13.3% | +12.7% | +15.9% |
| YTD | +53.3% | -7.9% | +61.2% | +52.4% |
| 1Y | +113.7% | -22.1% | +135.7% | +127.0% |
| 3Y | +274.9% | -16.8% | +291.7% | +288.6% |
| 5Y | +470.1% | -13.5% | +483.7% | +486.9% |
| 10Y | +2,997.0% | +137.7% | +2,859.3% | +2,094.8% |
| All | +104,817.9% | +25,523.2% | +79,294.7% | +24,426.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling