+4,280.3%
KLAC vs RUN
-29.4%
+4,309.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +1.2% |
| 7D | +10.6% | +10.2% | +0.4% | +8.8% |
| 30D | -4.5% | -9.6% | +5.1% | -3.1% |
| 3M | -10.3% | -31.5% | +21.2% | -4.9% |
| 6M | +40.9% | -18.7% | +59.6% | +44.5% |
| YTD | +56.1% | -49.9% | +106.0% | +69.0% |
| 1Y | +109.0% | -45.5% | +154.5% | +121.4% |
| 3Y | +288.8% | -34.1% | +322.9% | +229.2% |
| 5Y | +489.1% | -79.4% | +568.6% | +468.9% |
| 10Y | +3,041.8% | +48.9% | +2,992.8% | +2,074.2% |
| All | +4,280.3% | -29.4% | +4,309.7% | +2,952.9% |
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