-12.9%
KLAC vs TOST
+41.9%
-54.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.9% |
| 7D | +21.2% | -4.7% | +25.9% | +19.3% |
| 30D | -14.5% | +8.5% | -23.0% | -11.9% |
| 3M | -24.4% | -1.6% | -22.8% | -24.1% |
| 6M | -12.9% | +44.1% | -57.1% | -1.3% |
| All | -12.9% | +41.9% | -54.9% | -1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling