+157,276.9%
KLAC vs THC
+508.9%
+156,768.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.6% | +6.7% | +7.2% |
| 7D | +5.7% | -0.7% | +6.4% | +5.8% |
| 30D | -3.6% | +1.3% | -4.9% | -3.9% |
| 3M | -12.8% | +64.2% | -77.1% | -20.1% |
| 6M | +26.1% | +8.3% | +17.8% | +23.1% |
| YTD | +53.3% | +33.4% | +19.9% | +44.6% |
| 1Y | +113.7% | +37.7% | +76.0% | +100.2% |
| 3Y | +274.9% | +236.8% | +38.1% | +201.2% |
| 5Y | +470.1% | +249.3% | +220.9% | +346.2% |
| 10Y | +2,997.0% | +995.2% | +2,001.8% | +1,734.1% |
| All | +157,276.9% | +508.9% | +156,768.1% | +73,741.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling