+430.6%
KLAC vs TRGP
+627.0%
-196.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | +2.5% | -0.6% | +3.0% | +2.6% |
| 30D | -11.5% | +10.0% | -21.5% | -15.0% |
| 3M | -16.9% | +7.6% | -24.6% | -19.9% |
| 6M | +22.2% | +26.8% | -4.6% | +9.1% |
| YTD | +46.4% | +60.6% | -14.2% | +17.5% |
| 1Y | +91.0% | +82.5% | +8.5% | +43.4% |
| 3Y | +264.6% | +265.0% | -0.5% | +101.8% |
| 5Y | +430.6% | +645.9% | -215.3% | +105.5% |
| All | +430.6% | +627.0% | -196.4% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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