+26.2%
KLAC vs TD
+61.0%
-34.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -6.9% | -6.8% |
| 7D | -5.7% | +1.4% | -7.0% | -6.9% |
| 30D | -27.6% | +10.2% | -37.8% | -34.8% |
| 3M | -23.3% | +8.1% | -31.4% | -29.7% |
| 6M | -12.4% | +22.3% | -34.7% | -29.9% |
| YTD | +23.7% | +39.0% | -15.3% | -15.7% |
| 1Y | +26.2% | +62.6% | -36.4% | -23.5% |
| All | +26.2% | +61.0% | -34.9% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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