+267.2%
KLAC vs TD
+125.8%
+141.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -4.0% | -3.8% |
| 7D | +2.5% | -2.6% | +5.0% | +4.4% |
| 30D | -11.5% | -1.0% | -10.5% | -10.9% |
| 3M | -16.9% | +5.6% | -22.6% | -20.0% |
| 6M | +22.2% | +27.1% | -4.9% | +3.5% |
| YTD | +46.4% | +29.4% | +17.0% | +22.7% |
| 1Y | +91.0% | +60.7% | +30.3% | +40.4% |
| All | +267.2% | +125.8% | +141.4% | +119.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling