+9,927.6%
KLAC vs TPR
+7,380.8%
+2,546.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.3% |
| 7D | +5.7% | -2.3% | +8.0% | +6.6% |
| 30D | -3.6% | -23.0% | +19.3% | +4.8% |
| 3M | -12.8% | -12.5% | -0.3% | -9.9% |
| 6M | +26.1% | -21.4% | +47.5% | +35.3% |
| YTD | +53.3% | -3.5% | +56.8% | +52.4% |
| 1Y | +113.7% | +17.4% | +96.3% | +96.9% |
| 3Y | +274.9% | +291.3% | -16.4% | +115.2% |
| 5Y | +470.1% | +241.9% | +228.2% | +236.1% |
| 10Y | +2,997.0% | +322.7% | +2,674.3% | +1,351.4% |
| All | +9,927.6% | +7,380.8% | +2,546.8% | +2,097.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling