+433.3%
KLAC vs RVMD
+576.1%
-142.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.7% | +1.9% |
| 7D | -2.7% | -3.0% | +0.3% | -2.1% |
| 30D | -13.2% | -0.7% | -12.4% | -13.1% |
| 3M | -25.0% | +36.5% | -61.6% | -28.9% |
| 6M | +23.6% | +104.6% | -81.0% | +7.7% |
| YTD | +49.2% | +155.8% | -106.6% | +23.4% |
| 1Y | +89.3% | +340.7% | -251.4% | +40.6% |
| 3Y | +274.4% | +519.9% | -245.6% | +149.6% |
| All | +433.3% | +576.1% | -142.8% | +221.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling