+150,137.3%
KLAC vs TMO
+8,096.9%
+142,040.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | +2.5% | -2.5% | +4.9% | +3.7% |
| 30D | -11.5% | -0.3% | -11.2% | -11.6% |
| 3M | -16.9% | +25.3% | -42.2% | -27.2% |
| 6M | +22.2% | +20.9% | +1.4% | +8.0% |
| YTD | +46.4% | +4.3% | +42.1% | +39.8% |
| 1Y | +91.0% | +27.0% | +64.0% | +63.6% |
| 3Y | +264.6% | +17.5% | +247.0% | +219.7% |
| 5Y | +430.6% | +6.9% | +423.6% | +387.9% |
| 10Y | +2,889.3% | +332.0% | +2,557.3% | +1,264.9% |
| All | +150,137.3% | +8,096.9% | +142,040.4% | +17,195.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling