+2,896.3%
KLAC vs RRC
+4.9%
+2,891.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.2% |
| 7D | -2.7% | -1.8% | -0.9% | -2.4% |
| 30D | -13.2% | +2.7% | -15.8% | -13.6% |
| 3M | -25.0% | +8.8% | -33.8% | -26.4% |
| 6M | +23.6% | -1.2% | +24.8% | +22.8% |
| YTD | +49.2% | +17.6% | +31.7% | +43.7% |
| 1Y | +89.3% | +18.4% | +70.9% | +81.7% |
| 3Y | +274.4% | +33.1% | +241.3% | +250.7% |
| 5Y | +440.9% | +148.2% | +292.8% | +349.4% |
| All | +2,896.3% | +4.9% | +2,891.4% | +1,992.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling