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Funds (13F)

Kayne Anderson Rudnick Investment Management LLC

Backtest from 9 Aug 2013 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+13.2%
S&P 500 +13.9%
Last 12 months
+2.7%
S&P 500 +12.1%
Sharpe ratio
0.67
S&P 500 0.77
Biggest drop
−32.1%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $55.9k$51.7k
StrategyS&P 500 $10,000 in Kayne Anderson Rudnick Investment Management LLC from 9 Aug 2013 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Kayne Anderson Rudnick Investment Management LLC's quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

Kayne Anderson Rudnick Investment Management LLC's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+13.2%+13.9%
Total return+417%+459%
Last 12 months+2.7%+12.1%
Last 3 months+0.6%—
Last month+5.9%—
This year so far+1.0%—
Volatility a year18.1%16.0%
Sharpe ratio0.670.77
Biggest drop−32.1%−31.8%
Beta to the S&P 5001.021.00
Alpha a year (t-statistic)−0.5% (−0.21)—
Share of weeks up57%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck.

Insights

CompanyWeightHeld sinceReturn since
PRI2.6%——
WTS2.6%——
SSD2.5%——
JKHY2.4%——
TTC2.3%——
TDY2.3%——
GOLF2.1%——
LSTR2.1%——
IBKR1.9%——
POOL1.9%——
NDSN1.7%——
EME1.7%——
ULS1.6%——
ALLE1.6%——
WSO1.6%——
WRB1.5%——
ZWS1.5%——
FCN1.5%——
LII1.4%——
IBP1.4%——
LPLA1.4%——
RLI1.3%——
COO1.3%——
MC1.2%——
SAIA1.1%——
ROL1.1%——
FHB1.1%——
GMED1.1%——
KAI1.1%——
HLI1.1%——
EFX1.0%——
ALGN1.0%——
GGG1.0%——
AME1.0%——
MPWR0.9%——
CRVL0.9%——
WST0.9%——
THO0.9%——
UFPI0.9%——
BANF0.9%——
TTAN0.9%——
ZBRA0.9%——
BJ0.9%——
WAB0.8%——
DCI0.8%——
HLNE0.8%——
EXPO0.8%——
SITE0.8%——
ALH0.7%——
BFAM0.7%——
HWKN0.7%——
TRMB0.7%——
OLED0.6%——
LCII0.6%——
ROAD0.6%——
NVDA0.6%——
APAM0.6%——
ROST0.6%——
APH0.6%——
WMS0.5%——
WDFC0.5%——
ODFL0.5%——
BOH0.5%——
GOOGL0.5%——
AWI0.5%——
JBTM0.5%——
CAKE0.5%——
MANH0.5%——
VRSK0.5%——
MSCI0.4%——
AMZN0.4%——
FUL0.4%——
CHRW0.4%——
AAON0.4%——
EPAC0.4%——
TFIN0.4%——
PNR0.4%——
GTY0.4%——
GSHD0.3%——
FFIN0.3%——
V0.3%——
CHH0.3%——
SYBT0.3%——
KLAC0.3%——
DDOG0.3%——
CSW0.3%——
HLMN0.3%——
KNSL0.3%——
SFBS0.3%——
UNF0.3%——
FIX0.3%——
NET0.3%——
RYAN0.3%——
PBH0.3%——
KFRC0.3%——
BRC0.3%——
LLY0.3%——
ARM0.3%——
MRVL0.3%——
TBBB0.3%——
EVTC0.3%——
OLLI0.3%——
SNOW0.2%——
META0.2%——
FIZZ0.2%——
FICO0.2%——
AAPL0.2%——
LAMR0.2%——
USPH0.2%——
AVGO0.2%——
MDLN0.2%——
APPF0.2%——
BSY0.2%——
DFH0.2%——
MAR0.2%——
RDDT0.1%——
PNC0.1%——
FTS0.1%——
BNY0.1%——
NRC0.1%——
IDXX0.1%——
SHOP0.1%——
CDNL0.1%——
NCNO0.1%——
AMAT0.1%——
GCT0.1%——
IBM0.1%——
STRL0.1%——
IRMD0.1%——
LIN0.1%——
HQY0.1%——
ETN0.1%——
NYT0.1%——
MSFT0.1%——
PSMT0.1%——
ANDG0.1%——
FIGR0.1%——
PGR0.1%——
TJX0.1%——
NOW0.1%——
CAT0.1%——
ORCL0.1%——
UBER0.1%——
RVLV0.1%——
ABBV0.1%——
HNGE0.1%——
TT0.1%——
TRV0.1%——
ISRG0.1%——
CSCO0.1%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest9 Aug 2013 to 2 Nov 2026+13.2%+13.9%0.670.77−32.1%1.02−0.5% (−0.21)
2018 onwards5 Jan 2018 to 2 Nov 2026+10.4%+13.9%0.450.66−32.1%1.02−2.9% (−0.93)
Last three years3 Nov 2023 to 2 Nov 2026+7.9%+21.8%0.271.16−20.7%0.84−9.3% (−1.54)
Last year7 Nov 2025 to 2 Nov 2026+3.4%+14.2%0.030.84−12.1%0.57−5.3% (−0.44)
DateCompanyAction
14 Aug 2026WPCBought
14 Aug 2026WKBought
14 Aug 2026VGNTBought
14 Aug 2026VGBought
14 Aug 2026UBought
14 Aug 2026TPGBought
14 Aug 2026TEAMBought
14 Aug 2026STRLBought
14 Aug 2026SPCXBought
14 Aug 2026SEICBought
14 Aug 2026PATKBought
14 Aug 2026OKEBought
14 Aug 2026OCBought
14 Aug 2026NTRBought
14 Aug 2026NBISBought
14 Aug 2026MMSIBought
14 Aug 2026MHKBought
14 Aug 2026LVSBought
14 Aug 2026KNXBought
14 Aug 2026ITRIBought
14 Aug 2026HONABought
14 Aug 2026HONBought
14 Aug 2026GTLBBought
14 Aug 2026GMEDBought
14 Aug 2026FPSBought

Dated at the rebalance that made the change.

DateCompanyAction
14 Aug 2026ZSSold
14 Aug 2026ZSold
14 Aug 2026WYNNSold
14 Aug 2026VNTSold
14 Aug 2026TTWOSold
14 Aug 2026SWKSSold
14 Aug 2026SPOTSold
14 Aug 2026SNDKSold
14 Aug 2026SMCISold
14 Aug 2026ROKUSold
14 Aug 2026RLSold
14 Aug 2026RBLXSold
14 Aug 2026RALSold
14 Aug 2026PVHSold
14 Aug 2026PRGOSold
14 Aug 2026PKGSold
14 Aug 2026PAYCSold
14 Aug 2026OLNSold
14 Aug 2026OGESold
14 Aug 2026NVECSold
14 Aug 2026NTESSold
14 Aug 2026NIQSold
14 Aug 2026MSASold
14 Aug 2026MOSSold
14 Aug 2026MDBSold

Dated at the rebalance that made the change.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest