+267.2%
KLAC vs RVMD
+536.1%
-268.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.8% |
| 7D | +2.5% | -3.6% | +6.0% | +3.0% |
| 30D | -11.5% | -1.1% | -10.4% | -11.4% |
| 3M | -16.9% | +41.0% | -58.0% | -20.6% |
| 6M | +22.2% | +105.7% | -83.5% | +10.2% |
| YTD | +46.4% | +155.3% | -108.9% | +27.0% |
| 1Y | +91.0% | +402.7% | -311.7% | +48.4% |
| All | +267.2% | +536.1% | -268.9% | +179.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling