+195.3%
KLAC vs RSP
+65.5%
+129.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.5% |
| 7D | +10.0% | +2.4% | +7.6% | +5.9% |
| 30D | -14.8% | +4.3% | -19.1% | -20.4% |
| 3M | -27.2% | -0.3% | -26.8% | -26.5% |
| 6M | -17.5% | +9.8% | -27.3% | -29.3% |
| YTD | +25.8% | +16.8% | +9.0% | -1.9% |
| 1Y | +31.8% | +19.5% | +12.3% | -0.9% |
| 3Y | +195.3% | +65.1% | +130.1% | +42.3% |
| All | +195.3% | +65.5% | +129.8% | +42.3% |
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