+3,430.5%
KLAC vs RUN
-33.9%
+3,464.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.4% |
| 7D | +10.0% | -13.5% | +23.5% | +12.4% |
| 30D | -14.8% | +18.3% | -33.1% | -17.9% |
| 3M | -27.2% | -12.5% | -14.7% | -26.5% |
| 6M | -17.5% | -40.3% | +22.9% | -11.7% |
| YTD | +25.8% | -53.1% | +78.9% | +36.2% |
| 1Y | +31.8% | -54.3% | +86.1% | +42.9% |
| 3Y | +195.3% | -6.5% | +201.8% | +133.2% |
| 5Y | +285.9% | -85.3% | +371.2% | +293.2% |
| 10Y | +2,247.6% | +68.9% | +2,178.7% | +1,517.6% |
| All | +3,430.5% | -33.9% | +3,464.5% | +2,359.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling