+113.7%
KLAC vs TAP
-14.5%
+128.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.2% | +7.5% | +7.2% |
| 7D | +5.7% | -2.3% | +8.0% | +4.6% |
| 30D | -3.6% | -2.1% | -1.5% | -4.3% |
| 3M | -12.8% | +6.6% | -19.4% | -9.7% |
| 6M | +26.1% | -11.5% | +37.6% | +24.0% |
| YTD | +53.3% | -10.3% | +63.6% | +53.4% |
| 1Y | +113.7% | -14.4% | +128.1% | +117.9% |
| All | +113.7% | -14.5% | +128.2% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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