+89.3%
KLAC vs RTX
+29.4%
+59.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | -2.7% | -1.5% | -1.1% | -2.5% |
| 30D | -13.2% | -11.0% | -2.2% | -11.8% |
| 3M | -25.0% | +7.7% | -32.7% | -26.8% |
| 6M | +23.6% | -3.9% | +27.5% | +27.4% |
| YTD | +49.2% | +9.0% | +40.3% | +45.7% |
| 1Y | +89.3% | +27.3% | +62.1% | +77.1% |
| All | +89.3% | +29.4% | +59.9% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 1y: compounded portfolio wealth divided by compounded RTX 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…
1y analysis · Full analysis span regression · 6 months rolling