+109.0%
KLAC vs TOST
-18.7%
+127.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.8% | +1.6% |
| 7D | +10.6% | -0.9% | +11.5% | +10.5% |
| 30D | -4.5% | -3.5% | -1.0% | -4.7% |
| 3M | -10.3% | +38.1% | -48.4% | -9.0% |
| 6M | +40.9% | +9.9% | +31.0% | +42.6% |
| YTD | +56.1% | -6.3% | +62.4% | +59.8% |
| 1Y | +109.0% | -18.3% | +127.3% | +117.2% |
| All | +109.0% | -18.7% | +127.8% | +117.2% |
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