+89.3%
KLAC vs RRX
+15.2%
+74.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | -0.4% |
| 7D | -2.7% | -0.3% | -2.3% | -2.4% |
| 30D | -13.2% | -6.1% | -7.0% | -9.6% |
| 3M | -25.0% | -23.1% | -2.0% | -11.1% |
| 6M | +23.6% | -19.5% | +43.1% | +41.8% |
| YTD | +49.2% | +16.1% | +33.1% | +43.8% |
| 1Y | +89.3% | +12.9% | +76.4% | +85.7% |
| All | +89.3% | +15.2% | +74.2% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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