+7,644.6%
KLAC vs TDY
+7,056.0%
+588.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.7% | +1.4% |
| 7D | -2.7% | -1.1% | -1.5% | -2.2% |
| 30D | -13.2% | -12.0% | -1.1% | -8.4% |
| 3M | -25.0% | -3.2% | -21.8% | -23.5% |
| 6M | +23.6% | -7.9% | +31.5% | +29.1% |
| YTD | +49.2% | +18.2% | +31.0% | +40.8% |
| 1Y | +89.3% | +6.7% | +82.7% | +86.1% |
| 3Y | +274.4% | +47.5% | +226.8% | +222.6% |
| 5Y | +440.9% | +39.5% | +401.4% | +381.6% |
| 10Y | +2,947.7% | +477.2% | +2,470.5% | +1,504.6% |
| All | +7,644.6% | +7,056.0% | +588.6% | +1,688.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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