+205.0%
KLAC vs TAP
-24.6%
+229.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.4% |
| 7D | +21.2% | -6.3% | +27.5% | +19.3% |
| 30D | -14.5% | +2.7% | -17.2% | -13.6% |
| 3M | -24.4% | -3.7% | -20.7% | -24.3% |
| 6M | -12.9% | -2.0% | -10.9% | -12.1% |
| YTD | +29.9% | -12.3% | +42.3% | +30.2% |
| 1Y | +31.9% | -10.1% | +42.0% | +32.2% |
| All | +205.0% | -24.6% | +229.5% | +202.0% |
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