+8,677.8%
KLAC vs TLT
+130.6%
+8,547.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.1% | +7.4% |
| 7D | +5.7% | -0.4% | +6.2% | +5.5% |
| 30D | -3.6% | -0.6% | -3.1% | -3.9% |
| 3M | -12.8% | -2.7% | -10.1% | -14.2% |
| 6M | +26.1% | -5.6% | +31.7% | +21.8% |
| YTD | +53.3% | -2.8% | +56.1% | +50.4% |
| 1Y | +113.7% | -1.4% | +115.1% | +111.4% |
| 3Y | +274.9% | -1.6% | +276.5% | +271.6% |
| 5Y | +470.1% | -33.8% | +504.0% | +335.4% |
| 10Y | +2,997.0% | -21.1% | +3,018.2% | +2,704.9% |
| All | +8,677.8% | +130.6% | +8,547.3% | +30,321.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling