+489.1%
KLAC vs T
+66.9%
+422.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +10.6% | -1.5% | +12.1% | +10.3% |
| 30D | -4.5% | +7.6% | -12.1% | -3.3% |
| 3M | -10.3% | +15.3% | -25.6% | -7.8% |
| 6M | +40.9% | -8.5% | +49.4% | +42.1% |
| YTD | +56.1% | +6.8% | +49.3% | +58.9% |
| 1Y | +109.0% | -7.2% | +116.3% | +112.5% |
| 3Y | +288.8% | +108.2% | +180.6% | +272.6% |
| 5Y | +489.1% | +66.1% | +423.1% | +522.0% |
| All | +489.1% | +66.9% | +422.2% | +522.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling