+433.3%
KLAC vs ROST
+114.0%
+319.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.4% | +0.7% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | -13.2% | -6.9% | -6.3% | -10.1% |
| 3M | -25.0% | -3.3% | -21.7% | -24.5% |
| 6M | +23.6% | +9.0% | +14.6% | +16.5% |
| YTD | +49.2% | +28.9% | +20.4% | +28.3% |
| 1Y | +89.3% | +54.0% | +35.3% | +47.3% |
| 3Y | +274.4% | +100.7% | +173.6% | +147.6% |
| All | +433.3% | +114.0% | +319.3% | +222.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling