+452.1%
KLAC vs RRC
+154.4%
+297.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -3.1% |
| 7D | +6.2% | -1.7% | +7.9% | +6.6% |
| 30D | -5.0% | +3.6% | -8.6% | -5.8% |
| 3M | -14.4% | +8.8% | -23.2% | -16.5% |
| 6M | +28.3% | +0.8% | +27.5% | +26.7% |
| YTD | +51.1% | +19.0% | +32.1% | +42.8% |
| 1Y | +100.4% | +22.9% | +77.5% | +87.1% |
| 3Y | +276.3% | +32.3% | +244.0% | +242.8% |
| 5Y | +452.1% | +151.6% | +300.5% | +330.1% |
| All | +452.1% | +154.4% | +297.7% | +330.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling