+26.2%
KLAC vs TRI
-22.4%
+48.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.4% | -10.5% | -1.6% |
| 7D | -5.7% | +1.0% | -6.6% | -4.8% |
| 30D | -27.6% | +20.8% | -48.3% | -21.6% |
| 3M | -23.3% | +8.1% | -31.4% | -19.2% |
| 6M | -12.4% | +24.2% | -36.5% | +3.0% |
| YTD | +23.7% | -7.8% | +31.5% | +46.9% |
| 1Y | +26.2% | -16.7% | +42.8% | +49.1% |
| All | +26.2% | -22.4% | +48.6% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling