+452.1%
KLAC vs RVTY
-34.2%
+486.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -2.1% |
| 7D | +6.2% | -5.4% | +11.6% | +8.8% |
| 30D | -5.0% | +6.7% | -11.7% | -7.9% |
| 3M | -14.4% | +19.0% | -33.4% | -21.7% |
| 6M | +28.3% | +34.6% | -6.4% | +10.0% |
| YTD | +51.1% | +28.3% | +22.8% | +31.9% |
| 1Y | +100.4% | +46.0% | +54.3% | +63.6% |
| 3Y | +276.3% | +16.9% | +259.5% | +228.2% |
| 5Y | +452.1% | -32.9% | +485.0% | +578.1% |
| All | +452.1% | -34.2% | +486.3% | +578.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling