+31.8%
KLAC vs RRC
+36.3%
-4.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.0% |
| 7D | +10.0% | +6.4% | +3.6% | +11.5% |
| 30D | -14.8% | +23.9% | -38.7% | -8.4% |
| 3M | -27.2% | +30.2% | -57.3% | -19.8% |
| 6M | -17.5% | +26.3% | -43.7% | -8.3% |
| YTD | +25.8% | +48.1% | -22.3% | +41.4% |
| 1Y | +31.8% | +37.7% | -5.8% | +50.1% |
| All | +31.8% | +36.3% | -4.5% | +50.1% |
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