+113.7%
KLAC vs TCOM
-42.5%
+156.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.9% | +8.2% | +7.3% |
| 7D | +5.7% | -9.5% | +15.3% | +5.7% |
| 30D | -3.6% | -10.7% | +7.1% | -3.7% |
| 3M | -12.8% | -14.6% | +1.8% | -11.3% |
| 6M | +26.1% | -19.3% | +45.4% | +29.8% |
| YTD | +53.3% | -42.9% | +96.3% | +69.3% |
| 1Y | +113.7% | -43.8% | +157.5% | +138.7% |
| All | +113.7% | -42.5% | +156.2% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling