+26.2%
KLAC vs RSG
+19.5%
+6.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -2.8% |
| 7D | -5.7% | +5.1% | -10.8% | +0.5% |
| 30D | -27.6% | +15.3% | -42.9% | -13.3% |
| 3M | -23.3% | +18.6% | -41.8% | -4.9% |
| 6M | -12.4% | +19.5% | -31.9% | +10.5% |
| YTD | +23.7% | +17.2% | +6.5% | +53.6% |
| 1Y | +26.2% | +19.6% | +6.6% | +58.9% |
| All | +26.2% | +19.5% | +6.7% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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