+8,528.1%
KLAC vs RSP
+1,139.7%
+7,388.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.5% | +7.8% | +7.9% |
| 7D | +5.7% | -0.8% | +6.5% | +6.7% |
| 30D | -3.6% | -0.3% | -3.3% | -3.3% |
| 3M | -12.8% | +4.3% | -17.1% | -16.8% |
| 6M | +26.1% | +8.8% | +17.2% | +14.8% |
| YTD | +53.3% | +15.3% | +38.1% | +30.8% |
| 1Y | +113.7% | +18.3% | +95.4% | +77.3% |
| 3Y | +274.9% | +52.8% | +222.1% | +135.4% |
| 5Y | +470.1% | +51.7% | +418.4% | +275.8% |
| 10Y | +2,997.0% | +208.5% | +2,788.5% | +873.0% |
| All | +8,528.1% | +1,139.7% | +7,388.5% | +393.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling