+2,896.3%
KLAC vs RSG
+428.9%
+2,467.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.5% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -13.2% | +4.0% | -17.1% | -15.2% |
| 3M | -25.0% | +7.4% | -32.4% | -29.2% |
| 6M | +23.6% | +0.1% | +23.5% | +20.4% |
| YTD | +49.2% | +6.0% | +43.2% | +39.2% |
| 1Y | +89.3% | -3.0% | +92.3% | +86.3% |
| 3Y | +274.4% | +56.5% | +217.9% | +143.7% |
| 5Y | +440.9% | +90.9% | +350.0% | +188.8% |
| All | +2,896.3% | +428.9% | +2,467.4% | +609.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling