+32.6%
KLAC vs RUN
-17.3%
+49.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +0.6% |
| 7D | +10.6% | +10.2% | +0.4% | +7.0% |
| 30D | -4.5% | -9.6% | +5.1% | -1.4% |
| 3M | -10.3% | -31.5% | +21.2% | +0.4% |
| All | +32.6% | -17.3% | +49.9% | +36.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling