+279.1%
KLAC vs RTX
+161.5%
+117.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | +6.2% | -1.6% | +7.8% | +6.6% |
| 30D | -5.0% | -11.6% | +6.6% | -2.1% |
| 3M | -14.4% | +9.2% | -23.6% | -17.3% |
| 6M | +28.3% | -4.4% | +32.7% | +29.9% |
| YTD | +51.1% | +8.9% | +42.2% | +46.2% |
| 1Y | +100.4% | +32.1% | +68.3% | +82.0% |
| All | +279.1% | +161.5% | +117.6% | +206.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling