+26.2%
KLAC vs ROST
+54.7%
-28.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.1% | -10.2% | -5.5% |
| 7D | -5.7% | +7.8% | -13.4% | -7.4% |
| 30D | -27.6% | +8.6% | -36.1% | -29.2% |
| 3M | -23.3% | -1.9% | -21.3% | -22.7% |
| 6M | -12.4% | +9.1% | -21.5% | -15.8% |
| YTD | +23.7% | +37.2% | -13.5% | +9.5% |
| 1Y | +26.2% | +52.7% | -26.6% | +11.4% |
| All | +26.2% | +54.7% | -28.5% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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