+113.7%
KLAC vs RVMD
+430.6%
-316.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.7% | +7.4% |
| 7D | +5.7% | +1.0% | +4.7% | +5.6% |
| 30D | -3.6% | +6.4% | -10.1% | -4.4% |
| 3M | -12.8% | +34.9% | -47.7% | -15.5% |
| 6M | +26.1% | +107.6% | -81.5% | +17.9% |
| YTD | +53.3% | +163.7% | -110.4% | +42.6% |
| 1Y | +113.7% | +439.2% | -325.5% | +75.6% |
| All | +113.7% | +430.6% | -316.9% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling