+26.2%
KLAC vs TMO
+26.9%
-0.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.3% |
| 7D | -5.7% | +0.3% | -5.9% | -5.7% |
| 30D | -27.6% | +4.3% | -31.9% | -27.8% |
| 3M | -23.3% | +25.1% | -48.4% | -24.9% |
| 6M | -12.4% | +52.9% | -65.3% | -18.6% |
| YTD | +23.7% | +22.2% | +1.5% | +31.1% |
| 1Y | +26.2% | +25.4% | +0.8% | +33.2% |
| All | +26.2% | +26.9% | -0.7% | +33.2% |
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