+279.1%
KLAC vs THC
+258.2%
+20.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.9% | -7.1% | -3.9% |
| 7D | +6.2% | +4.1% | +2.1% | +5.3% |
| 30D | -5.0% | +3.5% | -8.5% | -5.7% |
| 3M | -14.4% | +61.7% | -76.2% | -24.3% |
| 6M | +28.3% | +11.8% | +16.5% | +25.2% |
| YTD | +51.1% | +35.4% | +15.7% | +39.2% |
| 1Y | +100.4% | +37.0% | +63.4% | +83.1% |
| All | +279.1% | +258.2% | +20.9% | +198.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling