+7,007.2%
KLAC vs TRI
+507.2%
+6,500.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.4% | -2.3% |
| 7D | +6.2% | -8.4% | +14.6% | +10.0% |
| 30D | -5.0% | -6.5% | +1.5% | -3.1% |
| 3M | -14.4% | +18.6% | -33.0% | -25.8% |
| 6M | +28.3% | -10.4% | +38.7% | +24.6% |
| YTD | +51.1% | -23.7% | +74.8% | +56.8% |
| 1Y | +100.4% | -42.5% | +142.8% | +144.2% |
| 3Y | +276.3% | -19.3% | +295.6% | +264.2% |
| 5Y | +452.1% | -9.7% | +461.7% | +400.5% |
| 10Y | +2,986.0% | +194.4% | +2,791.5% | +1,312.9% |
| All | +7,007.2% | +507.2% | +6,500.1% | +1,382.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling