+489.1%
KLAC vs RSP
+51.6%
+437.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.9% | +3.5% |
| 7D | +10.6% | -0.4% | +11.0% | +11.2% |
| 30D | -4.5% | -1.5% | -3.0% | -2.2% |
| 3M | -10.3% | +4.8% | -15.0% | -16.8% |
| 6M | +40.9% | +10.3% | +30.6% | +21.0% |
| YTD | +56.1% | +14.1% | +42.0% | +27.7% |
| 1Y | +109.0% | +17.0% | +92.0% | +64.7% |
| 3Y | +288.8% | +54.2% | +234.7% | +102.5% |
| 5Y | +489.1% | +51.5% | +437.6% | +239.8% |
| All | +489.1% | +51.6% | +437.5% | +239.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling