+8,148.5%
KLAC vs TRGP
+2,265.4%
+5,883.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.4% | +1.5% |
| 7D | +10.6% | -0.6% | +11.2% | +10.7% |
| 30D | -4.5% | +14.6% | -19.1% | -7.3% |
| 3M | -10.3% | +11.9% | -22.2% | -12.7% |
| 6M | +40.9% | +25.3% | +15.6% | +33.4% |
| YTD | +56.1% | +61.9% | -5.8% | +39.9% |
| 1Y | +109.0% | +87.3% | +21.7% | +81.1% |
| 3Y | +288.8% | +268.0% | +20.8% | +194.7% |
| 5Y | +489.1% | +638.2% | -149.1% | +290.9% |
| 10Y | +3,041.8% | +821.9% | +2,219.8% | +1,665.0% |
| All | +8,148.5% | +2,265.4% | +5,883.1% | +2,624.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling