+3,041.8%
KLAC vs TPR
+305.2%
+2,736.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.7% | +5.6% | +3.2% |
| 7D | +10.6% | -3.4% | +14.0% | +12.0% |
| 30D | -4.5% | -27.3% | +22.8% | +6.5% |
| 3M | -10.3% | -16.2% | +6.0% | -5.7% |
| 6M | +40.9% | -17.9% | +58.8% | +48.8% |
| YTD | +56.1% | -7.1% | +63.2% | +57.0% |
| 1Y | +109.0% | +13.6% | +95.4% | +93.9% |
| 3Y | +288.8% | +293.7% | -4.9% | +116.2% |
| 5Y | +489.1% | +239.1% | +250.1% | +238.0% |
| 10Y | +3,041.8% | +311.2% | +2,730.6% | +1,367.8% |
| All | +3,041.8% | +305.2% | +2,736.5% | +1,367.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling