+288.8%
KLAC vs TAP
-31.5%
+320.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +5.9% | +1.1% |
| 7D | +10.6% | -2.3% | +12.9% | +10.2% |
| 30D | -4.5% | -9.4% | +4.9% | -5.9% |
| 3M | -10.3% | -0.8% | -9.5% | -10.2% |
| 6M | +40.9% | -14.7% | +55.6% | +39.9% |
| YTD | +56.1% | -13.9% | +70.0% | +55.0% |
| 1Y | +109.0% | -18.6% | +127.6% | +108.2% |
| 3Y | +288.8% | -32.0% | +320.8% | +289.0% |
| All | +288.8% | -31.5% | +320.3% | +289.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling