+196.6%
KLAC vs T
+63.4%
+133.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.4% | +1.4% |
| 7D | -2.1% | +2.6% | -4.6% | -0.8% |
| 30D | -21.8% | -1.1% | -20.7% | -21.6% |
| 3M | -20.5% | -7.7% | -12.8% | -22.7% |
| 6M | -18.0% | -10.6% | -7.3% | -19.5% |
| YTD | +26.4% | -7.5% | +33.8% | +26.5% |
| 1Y | +26.3% | -7.4% | +33.7% | +26.6% |
| All | +196.6% | +63.4% | +133.2% | +285.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling