+430.6%
KLAC vs TCOM
+21.5%
+409.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.9% | -2.8% |
| 7D | +2.5% | -6.5% | +9.0% | +4.1% |
| 30D | -11.5% | -16.2% | +4.7% | -7.9% |
| 3M | -16.9% | -19.3% | +2.4% | -13.4% |
| 6M | +22.2% | -27.2% | +49.5% | +30.7% |
| YTD | +46.4% | -46.2% | +92.5% | +68.2% |
| 1Y | +91.0% | -46.6% | +137.6% | +120.0% |
| 3Y | +264.6% | +8.4% | +256.2% | +238.4% |
| 5Y | +430.6% | +25.8% | +404.8% | +334.6% |
| All | +430.6% | +21.5% | +409.1% | +334.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling