+298.6%
KLAC vs TOST
-30.2%
+328.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.9% |
| 7D | +21.2% | -4.7% | +25.9% | +22.5% |
| 30D | -14.5% | +8.5% | -23.0% | -16.5% |
| 3M | -24.4% | -1.6% | -22.8% | -24.6% |
| 6M | -12.9% | +44.1% | -57.1% | -22.0% |
| YTD | +29.9% | -5.6% | +35.5% | +27.5% |
| 1Y | +31.9% | -12.6% | +44.5% | +32.0% |
| 3Y | +201.5% | +137.6% | +64.0% | +120.7% |
| 5Y | +298.6% | -30.4% | +328.9% | +231.5% |
| All | +298.6% | -30.2% | +328.7% | +231.5% |
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