+25,050.7%
KLAC vs RSG
+2,013.0%
+23,037.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.4% |
| 7D | +6.2% | 0.0% | +6.2% | +6.1% |
| 30D | -5.0% | +3.7% | -8.7% | -6.4% |
| 3M | -14.4% | +6.2% | -20.6% | -17.3% |
| 6M | +28.3% | -2.8% | +31.1% | +27.4% |
| YTD | +51.1% | +5.9% | +45.2% | +44.8% |
| 1Y | +100.4% | -1.8% | +102.1% | +96.8% |
| 3Y | +276.3% | +57.5% | +218.9% | +202.4% |
| 5Y | +452.1% | +91.1% | +361.0% | +309.3% |
| 10Y | +2,986.0% | +428.1% | +2,557.9% | +1,502.9% |
| All | +25,050.7% | +2,013.0% | +23,037.7% | +7,683.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling