+157,276.9%
KLAC vs RRC
+1,202.2%
+156,074.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.9% | +8.2% | +7.4% |
| 7D | +5.7% | +1.3% | +4.4% | +5.6% |
| 30D | -3.6% | +10.1% | -13.7% | -4.7% |
| 3M | -12.8% | +4.0% | -16.8% | -13.5% |
| 6M | +26.1% | +1.6% | +24.5% | +25.1% |
| YTD | +53.3% | +19.7% | +33.6% | +49.2% |
| 1Y | +113.7% | +21.4% | +92.3% | +107.3% |
| 3Y | +274.9% | +29.7% | +245.2% | +259.8% |
| 5Y | +470.1% | +153.9% | +316.3% | +398.8% |
| 10Y | +2,997.0% | +10.8% | +2,986.2% | +2,538.6% |
| All | +157,276.9% | +1,202.2% | +156,074.7% | +113,503.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling