+26.3%
KLAC vs THC
+51.2%
-24.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +1.1% |
| 7D | -2.1% | +8.8% | -10.9% | -1.9% |
| 30D | -21.8% | +10.0% | -31.8% | -21.7% |
| 3M | -20.5% | +11.7% | -32.2% | -20.5% |
| 6M | -18.0% | +52.5% | -70.4% | -19.6% |
| YTD | +26.4% | +46.1% | -19.7% | +24.6% |
| 1Y | +26.3% | +49.1% | -22.8% | +23.2% |
| All | +26.3% | +51.2% | -24.9% | +23.2% |
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