+7,212.5%
KLAC vs RSP
+1,154.1%
+6,058.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.3% |
| 7D | +21.2% | +1.8% | +19.4% | +18.9% |
| 30D | -14.5% | +3.5% | -18.0% | -17.7% |
| 3M | -24.4% | +0.2% | -24.6% | -24.4% |
| 6M | -12.9% | +9.1% | -22.1% | -21.1% |
| YTD | +29.9% | +16.6% | +13.3% | +9.7% |
| 1Y | +31.9% | +17.9% | +14.0% | +9.9% |
| 3Y | +201.5% | +64.6% | +136.9% | +73.9% |
| 5Y | +298.6% | +48.4% | +250.2% | +169.7% |
| 10Y | +2,324.4% | +212.9% | +2,111.4% | +651.9% |
| All | +7,212.5% | +1,154.1% | +6,058.4% | +313.5% |
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