+129,057.6%
KLAC vs RRC
+1,510.8%
+127,546.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.2% |
| 7D | +10.0% | +6.4% | +3.6% | +9.2% |
| 30D | -14.8% | +23.9% | -38.7% | -17.0% |
| 3M | -27.2% | +30.2% | -57.3% | -29.5% |
| 6M | -17.5% | +26.3% | -43.7% | -20.1% |
| YTD | +25.8% | +48.1% | -22.3% | +19.3% |
| 1Y | +31.8% | +37.7% | -5.8% | +25.9% |
| 3Y | +195.3% | +60.3% | +135.0% | +176.4% |
| 5Y | +285.9% | +135.3% | +150.7% | +239.8% |
| 10Y | +2,247.6% | +73.3% | +2,174.3% | +1,808.8% |
| All | +129,057.6% | +1,510.8% | +127,546.8% | +90,703.5% |
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