+2,986.0%
KLAC vs T
+63.2%
+2,922.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.5% | -2.8% |
| 7D | +6.2% | -3.1% | +9.3% | +6.9% |
| 30D | -5.0% | +4.6% | -9.6% | -6.0% |
| 3M | -14.4% | +12.2% | -26.6% | -17.2% |
| 6M | +28.3% | -6.5% | +34.8% | +29.8% |
| YTD | +51.1% | +4.9% | +46.2% | +46.7% |
| 1Y | +100.4% | -10.5% | +110.9% | +104.0% |
| 3Y | +276.3% | +104.6% | +171.8% | +164.7% |
| 5Y | +452.1% | +64.2% | +387.9% | +317.1% |
| 10Y | +2,986.0% | +68.4% | +2,917.5% | +2,186.1% |
| All | +2,986.0% | +63.2% | +2,922.7% | +2,186.1% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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