+157,277.0%
KLAC vs ROST
+70,186.2%
+87,090.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.7% | +7.4% |
| 7D | +5.7% | +0.9% | +4.8% | +5.4% |
| 30D | -3.6% | -8.9% | +5.3% | -1.2% |
| 3M | -12.8% | -0.8% | -12.0% | -13.0% |
| 6M | +26.1% | +8.5% | +17.6% | +22.6% |
| YTD | +53.3% | +28.6% | +24.7% | +41.9% |
| 1Y | +113.7% | +52.3% | +61.3% | +88.2% |
| 3Y | +274.9% | +94.8% | +180.0% | +206.7% |
| 5Y | +470.1% | +110.8% | +359.4% | +351.7% |
| 10Y | +2,997.0% | +304.5% | +2,692.5% | +1,929.1% |
| All | +157,277.0% | +70,186.2% | +87,090.7% | +33,312.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling