-23.6%
KLAC vs TPR
-8.2%
-15.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.0% | +7.7% | +6.6% |
| 7D | -12.3% | +14.2% | -26.5% | -12.5% |
| 30D | -29.6% | +17.1% | -46.7% | -30.0% |
| 3M | -28.2% | -17.7% | -10.5% | -26.8% |
| 6M | -23.6% | -10.2% | -13.4% | -23.8% |
| All | -23.6% | -8.2% | -15.4% | -23.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling