+339.4%
KLAC vs TOST
-47.1%
+386.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -2.1% | +3.0% | -5.0% | -2.8% |
| 30D | -21.8% | +10.3% | -32.0% | -23.8% |
| 3M | -20.5% | -3.3% | -17.3% | -20.5% |
| 6M | -18.0% | +37.8% | -55.8% | -25.4% |
| YTD | +26.4% | -2.8% | +29.2% | +23.2% |
| 1Y | +26.3% | -9.6% | +35.9% | +25.4% |
| 3Y | +193.3% | +144.6% | +48.6% | +115.8% |
| 5Y | +297.2% | -31.0% | +328.2% | +233.7% |
| All | +339.4% | -47.1% | +386.5% | +280.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 10y: compounded portfolio wealth divided by compounded TOST 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…
10y analysis · Full analysis span regression · 6 months rolling