+478.6%
KLAC vs THC
+256.0%
+222.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.6% | +6.7% | +7.2% |
| 7D | +5.7% | -0.7% | +6.4% | +5.9% |
| 30D | -3.6% | +1.3% | -4.9% | -4.0% |
| 3M | -12.8% | +64.2% | -77.1% | -25.7% |
| 6M | +26.1% | +8.3% | +17.8% | +21.7% |
| YTD | +53.3% | +33.4% | +19.9% | +38.0% |
| 1Y | +113.7% | +37.7% | +76.0% | +89.5% |
| 3Y | +274.9% | +236.8% | +38.1% | +143.0% |
| All | +478.6% | +256.0% | +222.6% | +267.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling