+2,896.3%
KLAC vs TRI
+196.2%
+2,700.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.2% | +1.4% |
| 7D | -2.7% | -7.9% | +5.2% | -0.1% |
| 30D | -13.2% | -4.5% | -8.7% | -12.5% |
| 3M | -25.0% | +22.1% | -47.1% | -34.0% |
| 6M | +23.6% | -2.8% | +26.4% | +18.5% |
| YTD | +49.2% | -23.4% | +72.6% | +62.8% |
| 1Y | +89.3% | -41.5% | +130.9% | +147.6% |
| 3Y | +274.4% | -19.2% | +293.6% | +263.4% |
| 5Y | +440.9% | -9.4% | +450.4% | +373.2% |
| All | +2,896.3% | +196.2% | +2,700.1% | +1,271.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling