+945.8%
KLAC vs RPRX
+57.8%
+887.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.3% | +7.1% | +3.1% |
| 7D | +10.6% | -2.8% | +13.4% | +11.3% |
| 30D | -4.5% | +7.2% | -11.7% | -6.3% |
| 3M | -10.3% | +10.9% | -21.1% | -13.1% |
| 6M | +40.9% | +34.6% | +6.3% | +28.9% |
| YTD | +56.1% | +59.0% | -2.9% | +36.2% |
| 1Y | +109.0% | +72.5% | +36.5% | +77.9% |
| 3Y | +288.8% | +124.1% | +164.7% | +203.0% |
| 5Y | +489.1% | +75.9% | +413.2% | +401.0% |
| All | +945.8% | +57.8% | +887.9% | +793.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RPRX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling