+282.3%
KLAC vs RY
+159.8%
+122.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.7% | +8.0% | +7.9% |
| 7D | +5.7% | +3.1% | +2.6% | +2.8% |
| 30D | -3.6% | -0.3% | -3.3% | -3.3% |
| 3M | -12.8% | +8.7% | -21.5% | -18.5% |
| 6M | +26.1% | +28.5% | -2.5% | +2.8% |
| YTD | +53.3% | +25.1% | +28.2% | +27.8% |
| 1Y | +113.7% | +46.3% | +67.4% | +59.0% |
| All | +282.3% | +159.8% | +122.5% | +96.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling