+286.1%
KLAC vs RVTY
-15.1%
+301.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.4% |
| 7D | +10.0% | -0.5% | +10.5% | +10.3% |
| 30D | -14.8% | +1.5% | -16.4% | -15.0% |
| 3M | -27.2% | +31.5% | -58.6% | -35.7% |
| 6M | -17.5% | +62.7% | -80.1% | -34.5% |
| YTD | +25.8% | +60.0% | -34.1% | -0.5% |
| 1Y | +31.8% | +65.7% | -33.9% | +2.1% |
| 3Y | +195.3% | +85.2% | +110.1% | +107.6% |
| All | +286.1% | -15.1% | +301.2% | +315.9% |
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