+157,276.9%
KLAC vs TAP
+825.0%
+156,451.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.2% | +7.5% | +7.3% |
| 7D | +5.7% | -2.3% | +8.0% | +6.1% |
| 30D | -3.6% | -2.1% | -1.5% | -3.4% |
| 3M | -12.8% | +6.6% | -19.4% | -14.3% |
| 6M | +26.1% | -11.5% | +37.6% | +27.7% |
| YTD | +53.3% | -10.3% | +63.6% | +54.4% |
| 1Y | +113.7% | -14.4% | +128.1% | +116.4% |
| 3Y | +274.9% | -28.3% | +303.2% | +287.4% |
| 5Y | +470.1% | +1.7% | +468.4% | +448.4% |
| 10Y | +2,997.0% | -49.2% | +3,046.2% | +3,132.6% |
| All | +157,276.9% | +825.0% | +156,451.9% | +120,244.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling