+6,677.2%
KLAC vs TCOM
+2,658.7%
+4,018.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.1% |
| 7D | +10.6% | -7.6% | +18.2% | +12.4% |
| 30D | -4.5% | -12.2% | +7.7% | -2.0% |
| 3M | -10.3% | -14.2% | +4.0% | -8.1% |
| 6M | +40.9% | -25.0% | +65.9% | +48.4% |
| YTD | +56.1% | -43.7% | +99.8% | +74.3% |
| 1Y | +109.0% | -44.5% | +153.6% | +134.1% |
| 3Y | +288.8% | +13.4% | +275.4% | +262.8% |
| 5Y | +489.1% | +26.5% | +462.7% | +408.3% |
| 10Y | +3,041.8% | -10.3% | +3,052.1% | +2,667.9% |
| All | +6,677.2% | +2,658.7% | +4,018.5% | +3,069.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling