+489.1%
KLAC vs TMUS
+41.9%
+447.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +10.6% | -0.3% | +10.8% | +10.6% |
| 30D | -4.5% | +3.1% | -7.6% | -4.7% |
| 3M | -10.3% | +2.4% | -12.7% | -10.8% |
| 6M | +40.9% | -17.1% | +58.0% | +45.1% |
| YTD | +56.1% | -9.1% | +65.2% | +57.1% |
| 1Y | +109.0% | -23.6% | +132.6% | +120.6% |
| 3Y | +288.8% | +38.8% | +250.0% | +204.7% |
| 5Y | +489.1% | +43.0% | +446.2% | +361.2% |
| All | +489.1% | +41.9% | +447.2% | +361.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling