+274.4%
KLAC vs TCOM
+8.0%
+266.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.1% | +1.8% |
| 7D | -2.7% | -4.9% | +2.2% | -1.6% |
| 30D | -13.2% | -14.4% | +1.2% | -10.4% |
| 3M | -25.0% | -17.7% | -7.4% | -22.4% |
| 6M | +23.6% | -25.1% | +48.7% | +31.2% |
| YTD | +49.2% | -45.7% | +95.0% | +71.8% |
| 1Y | +89.3% | -47.9% | +137.2% | +120.5% |
| 3Y | +274.4% | +8.9% | +265.4% | +253.4% |
| All | +274.4% | +8.0% | +266.3% | +253.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling