+288.8%
KLAC vs RVTY
+16.6%
+272.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.7% |
| 7D | +10.6% | +0.4% | +10.2% | +10.4% |
| 30D | -4.5% | +10.8% | -15.3% | -8.1% |
| 3M | -10.3% | +26.8% | -37.0% | -18.5% |
| 6M | +40.9% | +39.3% | +1.6% | +22.9% |
| YTD | +56.1% | +31.6% | +24.5% | +38.6% |
| 1Y | +109.0% | +47.7% | +61.3% | +77.1% |
| 3Y | +288.8% | +19.9% | +268.9% | +240.5% |
| All | +288.8% | +16.6% | +272.2% | +240.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling