+26.3%
KLAC vs TOST
-7.4%
+33.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +0.9% |
| 7D | -2.1% | +3.0% | -5.0% | -1.5% |
| 30D | -21.8% | +10.3% | -32.0% | -20.2% |
| 3M | -20.5% | -3.3% | -17.3% | -20.4% |
| 6M | -18.0% | +37.8% | -55.8% | -14.3% |
| YTD | +26.4% | -2.8% | +29.2% | +27.7% |
| 1Y | +26.3% | -9.6% | +35.9% | +29.4% |
| All | +26.3% | -7.4% | +33.7% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling