+267.2%
KLAC vs RUN
-38.5%
+305.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.9% |
| 7D | +2.5% | -3.4% | +5.8% | +2.8% |
| 30D | -11.5% | -14.0% | +2.4% | -10.2% |
| 3M | -16.9% | -27.5% | +10.5% | -14.2% |
| 6M | +22.2% | -29.0% | +51.2% | +26.2% |
| YTD | +46.4% | -53.1% | +99.5% | +54.6% |
| 1Y | +91.0% | -46.7% | +137.7% | +99.1% |
| All | +267.2% | -38.5% | +305.7% | +236.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling