+100.4%
KLAC vs TLT
-4.4%
+104.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.6% |
| 7D | +6.2% | -0.3% | +6.5% | +6.5% |
| 30D | -5.0% | 0.0% | -5.0% | -4.9% |
| 3M | -14.4% | -2.9% | -11.5% | -11.7% |
| 6M | +28.3% | -6.3% | +34.6% | +33.7% |
| YTD | +51.1% | -3.3% | +54.4% | +57.0% |
| 1Y | +100.4% | -4.2% | +104.6% | +112.3% |
| All | +100.4% | -4.4% | +104.8% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 1y: compounded portfolio wealth divided by compounded TLT 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…
1y analysis · Full analysis span regression · 6 months rolling