+470.0%
KLAC vs TPR
+239.8%
+230.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.3% |
| 7D | +5.7% | -2.3% | +8.0% | +6.8% |
| 30D | -3.6% | -23.0% | +19.3% | +6.5% |
| 3M | -12.8% | -12.5% | -0.3% | -9.6% |
| 6M | +26.1% | -21.4% | +47.5% | +36.8% |
| YTD | +53.3% | -3.5% | +56.8% | +51.1% |
| 1Y | +113.7% | +17.4% | +96.3% | +91.5% |
| 3Y | +274.9% | +291.3% | -16.4% | +78.4% |
| All | +470.0% | +239.8% | +230.2% | +179.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling