+281.0%
KLAC vs THC
+262.3%
+18.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.0% | +7.3% | +8.8% |
| 7D | -1.1% | +7.5% | -8.6% | -3.1% |
| 30D | -22.6% | +9.6% | -32.2% | -24.6% |
| 3M | -23.5% | +10.3% | -33.8% | -25.7% |
| 6M | -18.8% | +51.8% | -70.6% | -29.2% |
| YTD | +25.0% | +45.4% | -20.4% | +9.7% |
| 1Y | +27.5% | +40.8% | -13.3% | +12.7% |
| 3Y | +206.1% | +448.8% | -242.7% | +69.1% |
| 5Y | +281.0% | +263.4% | +17.6% | +135.2% |
| All | +281.0% | +262.3% | +18.7% | +135.2% |
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 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