+433.3%
KLAC vs TKO
+291.2%
+142.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | -2.7% | +2.3% | -5.0% | -3.2% |
| 30D | -13.2% | -2.5% | -10.7% | -12.8% |
| 3M | -25.0% | -10.6% | -14.4% | -23.3% |
| 6M | +23.6% | -5.1% | +28.7% | +23.8% |
| YTD | +49.2% | -8.2% | +57.4% | +50.5% |
| 1Y | +89.3% | -4.4% | +93.8% | +88.1% |
| 3Y | +274.4% | +100.4% | +174.0% | +195.8% |
| All | +433.3% | +291.2% | +142.1% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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