+113.7%
KLAC vs TMO
+27.8%
+85.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.8% | +8.1% | +7.4% |
| 7D | +5.7% | -1.4% | +7.1% | +5.9% |
| 30D | -3.6% | +6.2% | -9.8% | -4.5% |
| 3M | -12.8% | +27.5% | -40.3% | -17.3% |
| 6M | +26.1% | +20.0% | +6.1% | +22.2% |
| YTD | +53.3% | +6.1% | +47.2% | +58.5% |
| 1Y | +113.7% | +25.8% | +87.8% | +107.7% |
| All | +113.7% | +27.8% | +85.9% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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