+489.1%
KLAC vs TAP
0.0%
+489.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +5.9% | +1.9% |
| 7D | +10.6% | -2.3% | +12.9% | +10.6% |
| 30D | -4.5% | -9.4% | +4.9% | -4.2% |
| 3M | -10.3% | -0.8% | -9.5% | -10.6% |
| 6M | +40.9% | -14.7% | +55.6% | +42.6% |
| YTD | +56.1% | -13.9% | +70.0% | +57.2% |
| 1Y | +109.0% | -18.6% | +127.6% | +112.2% |
| 3Y | +288.8% | -32.0% | +320.8% | +306.7% |
| 5Y | +489.1% | -1.0% | +490.1% | +442.0% |
| All | +489.1% | 0.0% | +489.2% | +442.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling