+26.1%
KLAC vs TLT
-5.8%
+31.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.1% | +7.0% |
| 7D | +5.7% | -0.4% | +6.2% | +6.5% |
| 30D | -3.6% | -0.6% | -3.1% | -2.2% |
| 3M | -12.8% | -2.7% | -10.1% | -8.1% |
| 6M | +26.1% | -5.6% | +31.7% | +35.1% |
| All | +26.1% | -5.8% | +31.8% | +35.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling