+113.7%
KLAC vs THC
+40.9%
+72.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.6% | +6.7% | +7.3% |
| 7D | +5.7% | -0.7% | +6.4% | +5.8% |
| 30D | -3.6% | +1.3% | -4.9% | -3.7% |
| 3M | -12.8% | +64.2% | -77.1% | -19.1% |
| 6M | +26.1% | +8.3% | +17.8% | +31.2% |
| YTD | +53.3% | +33.4% | +19.9% | +49.6% |
| 1Y | +113.7% | +37.7% | +76.0% | +105.2% |
| All | +113.7% | +40.9% | +72.8% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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