+2,288.0%
KLAC vs THC
+1,758.3%
+529.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +1.0% |
| 7D | -2.1% | +8.8% | -10.9% | -3.7% |
| 30D | -21.8% | +10.0% | -31.8% | -23.3% |
| 3M | -20.5% | +11.7% | -32.2% | -22.4% |
| 6M | -18.0% | +52.5% | -70.4% | -25.7% |
| YTD | +26.4% | +46.1% | -19.7% | +15.0% |
| 1Y | +26.3% | +49.1% | -22.8% | +14.3% |
| 3Y | +193.3% | +439.6% | -246.4% | +102.3% |
| 5Y | +297.2% | +263.2% | +34.1% | +186.7% |
| 10Y | +2,288.0% | +1,900.5% | +387.5% | +1,224.0% |
| All | +2,288.0% | +1,758.3% | +529.7% | +1,224.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling