+29.2%
KLAC vs T
-7.8%
+37.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.4% | +1.5% |
| 7D | -2.1% | +2.6% | -4.6% | -0.4% |
| 30D | -21.8% | -1.1% | -20.7% | -21.5% |
| 3M | -20.5% | -7.7% | -12.8% | -23.2% |
| 6M | -18.0% | -10.6% | -7.3% | -19.5% |
| YTD | +26.4% | -7.5% | +33.8% | +27.1% |
| All | +29.2% | -7.8% | +37.0% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling