+298.6%
KLAC vs TAP
-1.4%
+300.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | +21.2% | -6.3% | +27.5% | +20.9% |
| 30D | -14.5% | +2.7% | -17.2% | -14.5% |
| 3M | -24.4% | -3.7% | -20.7% | -24.3% |
| 6M | -12.9% | -2.0% | -10.9% | -13.0% |
| YTD | +29.9% | -12.3% | +42.3% | +30.8% |
| 1Y | +31.9% | -10.1% | +42.0% | +32.1% |
| 3Y | +201.5% | -25.3% | +226.8% | +208.5% |
| 5Y | +298.6% | -1.9% | +300.5% | +271.1% |
| All | +298.6% | -1.4% | +300.0% | +271.1% |
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