+433.3%
KLAC vs RUN
-81.0%
+514.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.1% |
| 7D | -2.7% | -3.7% | +1.0% | -2.1% |
| 30D | -13.2% | -13.0% | -0.2% | -11.4% |
| 3M | -25.0% | -31.8% | +6.8% | -20.9% |
| 6M | +23.6% | -32.2% | +55.8% | +29.9% |
| YTD | +49.2% | -53.5% | +102.7% | +62.0% |
| 1Y | +89.3% | -46.5% | +135.9% | +100.3% |
| 3Y | +274.4% | -37.6% | +312.0% | +222.5% |
| All | +433.3% | -81.0% | +514.3% | +425.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling