+408.9%
KLAC vs TOST
-51.1%
+460.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.6% | -2.8% |
| 7D | +2.5% | -5.9% | +8.3% | +3.9% |
| 30D | -11.5% | -8.4% | -3.1% | -9.8% |
| 3M | -16.9% | +31.4% | -48.4% | -22.9% |
| 6M | +22.2% | +10.5% | +11.7% | +16.8% |
| YTD | +46.4% | -10.1% | +56.4% | +46.1% |
| 1Y | +91.0% | -19.9% | +111.0% | +95.7% |
| 3Y | +264.6% | +53.3% | +211.3% | +202.3% |
| All | +408.9% | -51.1% | +460.0% | +351.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling