+91.0%
KLAC vs RRC
+24.3%
+66.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.5% | -3.1% |
| 7D | +2.5% | -1.2% | +3.6% | +2.2% |
| 30D | -11.5% | +3.0% | -14.5% | -10.9% |
| 3M | -16.9% | +7.3% | -24.2% | -15.3% |
| 6M | +22.2% | +3.6% | +18.7% | +23.5% |
| YTD | +46.4% | +19.4% | +27.0% | +44.7% |
| 1Y | +91.0% | +21.4% | +69.6% | +90.1% |
| All | +91.0% | +24.3% | +66.7% | +90.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling