+89.3%
KLAC vs RUN
-47.1%
+136.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.1% |
| 7D | -2.7% | -3.7% | +1.0% | -1.8% |
| 30D | -13.2% | -13.0% | -0.2% | -10.6% |
| 3M | -25.0% | -31.8% | +6.8% | -19.0% |
| 6M | +23.6% | -32.2% | +55.8% | +33.0% |
| YTD | +49.2% | -53.5% | +102.7% | +63.1% |
| 1Y | +89.3% | -46.5% | +135.9% | +98.6% |
| All | +89.3% | -47.1% | +136.4% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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