+433.3%
KLAC vs TMO
+7.9%
+425.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.4% |
| 7D | -2.7% | -0.6% | -2.0% | -2.4% |
| 30D | -13.2% | +1.1% | -14.3% | -13.9% |
| 3M | -25.0% | +28.3% | -53.3% | -35.5% |
| 6M | +23.6% | +23.3% | +0.3% | +7.4% |
| YTD | +49.2% | +5.5% | +43.8% | +43.0% |
| 1Y | +89.3% | +24.5% | +64.8% | +62.4% |
| 3Y | +274.4% | +19.6% | +254.8% | +220.1% |
| All | +433.3% | +7.9% | +425.4% | +375.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling