+154,996.1%
KLAC vs RRX
+3,824.6%
+151,171.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -2.0% |
| 7D | +6.2% | -0.7% | +6.9% | +6.6% |
| 30D | -5.0% | -8.0% | +3.0% | -1.3% |
| 3M | -14.4% | -25.1% | +10.6% | -1.9% |
| 6M | +28.3% | -18.3% | +46.6% | +41.0% |
| YTD | +51.1% | +14.2% | +36.9% | +42.0% |
| 1Y | +100.4% | +13.0% | +87.3% | +88.1% |
| 3Y | +276.3% | +4.2% | +272.2% | +250.7% |
| 5Y | +452.1% | +17.9% | +434.2% | +380.8% |
| 10Y | +2,986.0% | +220.4% | +2,765.5% | +1,615.2% |
| All | +154,996.1% | +3,824.6% | +151,171.5% | +32,624.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling