+2,896.3%
KLAC vs RVTY
+145.6%
+2,750.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +0.4% |
| 7D | -2.7% | -4.5% | +1.9% | -0.1% |
| 30D | -13.2% | +5.5% | -18.6% | -16.0% |
| 3M | -25.0% | +22.5% | -47.5% | -34.1% |
| 6M | +23.6% | +38.9% | -15.3% | +0.1% |
| YTD | +49.2% | +28.7% | +20.5% | +25.4% |
| 1Y | +89.3% | +45.5% | +43.8% | +47.0% |
| 3Y | +274.4% | +16.4% | +258.0% | +211.1% |
| 5Y | +440.9% | -32.7% | +473.7% | +540.4% |
| All | +2,896.3% | +145.6% | +2,750.7% | +1,390.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling