+2,247.0%
KLAC vs RRC
+73.1%
+2,173.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.3% |
| 7D | +10.0% | +6.4% | +3.6% | +8.9% |
| 30D | -14.8% | +23.9% | -38.7% | -17.9% |
| 3M | -27.2% | +30.2% | -57.3% | -30.5% |
| 6M | -17.5% | +26.3% | -43.7% | -21.2% |
| YTD | +25.8% | +48.1% | -22.3% | +16.3% |
| 1Y | +31.8% | +37.7% | -5.8% | +23.2% |
| 3Y | +195.3% | +60.3% | +135.0% | +167.7% |
| 5Y | +285.9% | +135.3% | +150.7% | +220.9% |
| All | +2,247.0% | +73.1% | +2,173.9% | +1,439.7% |
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