+1,040.3%
KLAC vs RVMD
+634.9%
+405.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.1% |
| 7D | +10.6% | -1.2% | +11.8% | +10.8% |
| 30D | -4.5% | +1.1% | -5.6% | -4.8% |
| 3M | -10.3% | +39.6% | -49.9% | -15.5% |
| 6M | +40.9% | +110.7% | -69.8% | +21.0% |
| YTD | +56.1% | +160.3% | -104.2% | +27.2% |
| 1Y | +109.0% | +404.9% | -295.9% | +48.8% |
| 3Y | +288.8% | +545.5% | -256.6% | +151.2% |
| 5Y | +489.1% | +584.7% | -95.5% | +245.6% |
| All | +1,040.3% | +634.9% | +405.4% | +498.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling