+274.4%
KLAC vs RSP
+52.2%
+222.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +0.6% |
| 7D | -2.7% | -1.9% | -0.8% | +0.5% |
| 30D | -13.2% | -2.8% | -10.4% | -9.0% |
| 3M | -25.0% | +2.8% | -27.8% | -28.6% |
| 6M | +23.6% | +10.2% | +13.4% | +5.6% |
| YTD | +49.2% | +13.1% | +36.1% | +23.1% |
| 1Y | +89.3% | +14.8% | +74.6% | +53.1% |
| 3Y | +274.4% | +52.6% | +221.8% | +106.1% |
| All | +274.4% | +52.2% | +222.2% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 3y: compounded portfolio wealth divided by compounded RSP 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…
3y analysis · Full analysis span regression · 6 months rolling