+113.7%
KLAC vs ROST
+54.0%
+59.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.7% | +7.5% |
| 7D | +5.7% | +0.9% | +4.8% | +5.4% |
| 30D | -3.6% | -8.9% | +5.3% | -0.5% |
| 3M | -12.8% | -0.8% | -12.0% | -13.2% |
| 6M | +26.1% | +8.5% | +17.6% | +19.0% |
| YTD | +53.3% | +28.6% | +24.7% | +35.1% |
| 1Y | +113.7% | +52.3% | +61.3% | +75.7% |
| All | +113.7% | +54.0% | +59.7% | +75.7% |
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