+2,049.0%
KLAC vs RY
+360.9%
+1,688.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.3% | +8.0% | +7.9% |
| 7D | -12.3% | -0.9% | -11.4% | -11.5% |
| 30D | -29.6% | +5.9% | -35.5% | -33.3% |
| 3M | -28.2% | -4.3% | -24.0% | -25.4% |
| 6M | -23.6% | +12.1% | -35.7% | -31.2% |
| YTD | +14.4% | +20.3% | -5.9% | -3.4% |
| 1Y | +15.4% | +41.0% | -25.6% | -15.9% |
| 3Y | +184.3% | +157.5% | +26.8% | +16.3% |
| 5Y | +248.9% | +123.2% | +125.7% | +64.0% |
| All | +2,049.0% | +360.9% | +1,688.1% | +519.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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