+15,112.1%
KLAC vs RY
+11,191.3%
+3,920.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.6% | +9.8% | +10.1% |
| 7D | -2.1% | -0.6% | -1.5% | -1.6% |
| 30D | -21.8% | +6.1% | -27.9% | -24.7% |
| 3M | -20.5% | -3.4% | -17.2% | -18.8% |
| 6M | -18.0% | +12.8% | -30.7% | -23.8% |
| YTD | +26.4% | +21.0% | +5.4% | +12.6% |
| 1Y | +26.3% | +40.5% | -14.2% | +2.5% |
| 3Y | +193.3% | +159.9% | +33.4% | +61.4% |
| 5Y | +297.2% | +125.0% | +172.2% | +141.3% |
| 10Y | +2,288.0% | +350.6% | +1,937.4% | +876.2% |
| All | +15,112.1% | +11,191.3% | +3,920.8% | +1,285.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling