+430.6%
KLAC vs RTX
+162.0%
+268.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | +2.5% | -2.0% | +4.4% | +3.2% |
| 30D | -11.5% | -11.2% | -0.3% | -7.5% |
| 3M | -16.9% | +12.0% | -29.0% | -21.7% |
| 6M | +22.2% | -3.6% | +25.8% | +23.1% |
| YTD | +46.4% | +9.2% | +37.2% | +39.1% |
| 1Y | +91.0% | +29.7% | +61.3% | +67.6% |
| 3Y | +264.6% | +152.0% | +112.6% | +129.9% |
| 5Y | +430.6% | +165.8% | +264.8% | +210.6% |
| All | +430.6% | +162.0% | +268.6% | +210.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling