+297.8%
KLAC vs TOST
-46.9%
+344.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.4% | +8.1% | +7.0% |
| 7D | -12.3% | +9.4% | -21.7% | -14.2% |
| 30D | -29.6% | +13.5% | -43.1% | -31.9% |
| 3M | -28.2% | -0.1% | -28.1% | -28.8% |
| 6M | -23.6% | +22.5% | -46.0% | -28.9% |
| YTD | +14.4% | -2.4% | +16.8% | +11.4% |
| 1Y | +15.4% | -4.7% | +20.1% | +13.0% |
| 3Y | +184.3% | +103.2% | +81.1% | +118.7% |
| 5Y | +248.9% | -41.2% | +290.1% | +200.0% |
| All | +297.8% | -46.9% | +344.6% | +244.1% |
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