+100.4%
KLAC vs TMUS
-25.3%
+125.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -4.9% |
| 7D | +6.2% | -5.3% | +11.5% | +2.3% |
| 30D | -5.0% | +0.1% | -5.1% | -4.7% |
| 3M | -14.4% | -0.6% | -13.8% | -11.3% |
| 6M | +28.3% | -17.5% | +45.8% | +17.7% |
| YTD | +51.1% | -11.3% | +62.3% | +49.7% |
| 1Y | +100.4% | -25.4% | +125.8% | +61.8% |
| All | +100.4% | -25.3% | +125.7% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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