+10,055.0%
KLAC vs TKO
+1,400.2%
+8,654.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.5% |
| 6M | +23.6% | -5.1% | +28.7% | +24.0% |
| YTD | +49.2% | -8.2% | +57.4% | +50.4% |
| 1Y | +89.3% | -4.4% | +93.8% | +88.7% |
| 3Y | +274.4% | +100.4% | +174.0% | +206.5% |
| 5Y | +440.9% | +294.3% | +146.7% | +270.8% |
| 10Y | +2,947.7% | +983.2% | +1,964.5% | +1,464.0% |
| All | +10,055.0% | +1,400.2% | +8,654.7% | +2,987.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling