+157,276.9%
KLAC vs RVTY
+2,416.7%
+154,860.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.3% | +7.6% | +7.5% |
| 7D | +5.7% | +1.1% | +4.6% | +5.2% |
| 30D | -3.6% | +13.2% | -16.8% | -8.9% |
| 3M | -12.8% | +27.2% | -40.1% | -22.0% |
| 6M | +26.1% | +32.4% | -6.3% | +10.0% |
| YTD | +53.3% | +34.9% | +18.4% | +32.2% |
| 1Y | +113.7% | +52.4% | +61.3% | +73.9% |
| 3Y | +274.9% | +12.3% | +262.6% | +235.4% |
| 5Y | +470.1% | -30.8% | +501.0% | +522.7% |
| 10Y | +2,997.0% | +150.7% | +2,846.3% | +1,885.2% |
| All | +157,276.9% | +2,416.7% | +154,860.3% | +35,721.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling