+184.3%
KLAC vs TPR
+407.4%
-223.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.0% | +7.7% | +7.0% |
| 7D | -12.3% | +14.2% | -26.5% | -16.8% |
| 30D | -29.6% | +17.1% | -46.7% | -33.9% |
| 3M | -28.2% | -17.7% | -10.5% | -24.1% |
| 6M | -23.6% | -10.2% | -13.4% | -22.7% |
| YTD | +14.4% | +4.9% | +9.5% | +8.7% |
| 1Y | +15.4% | +36.1% | -20.7% | -1.3% |
| 3Y | +184.3% | +416.5% | -232.2% | +50.5% |
| All | +184.3% | +407.4% | -223.1% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling