+433.1%
KLAC vs TOST
-48.0%
+481.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.3% | +7.3% |
| 7D | +5.7% | -3.4% | +9.1% | +6.6% |
| 30D | -3.6% | -2.4% | -1.2% | -3.3% |
| 3M | -12.8% | +34.6% | -47.4% | -19.5% |
| 6M | +26.1% | +15.2% | +10.9% | +19.3% |
| YTD | +53.3% | -4.4% | +57.7% | +50.9% |
| 1Y | +113.7% | -17.4% | +131.1% | +117.6% |
| 3Y | +274.9% | +54.5% | +220.4% | +210.7% |
| All | +433.1% | -48.0% | +481.1% | +366.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling