+195.3%
KLAC vs RUN
-7.3%
+202.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.3% |
| 7D | +10.0% | -13.5% | +23.5% | +11.4% |
| 30D | -14.8% | +18.3% | -33.1% | -16.8% |
| 3M | -27.2% | -12.5% | -14.7% | -26.7% |
| 6M | -17.5% | -40.3% | +22.9% | -13.8% |
| YTD | +25.8% | -53.1% | +78.9% | +32.0% |
| 1Y | +31.8% | -54.3% | +86.1% | +38.4% |
| 3Y | +195.3% | -6.5% | +201.8% | +167.5% |
| All | +195.3% | -7.3% | +202.6% | +167.5% |
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