+2,896.3%
KLAC vs TRMB
+121.9%
+2,774.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.5% | +1.1% |
| 7D | -2.7% | -3.0% | +0.4% | -0.9% |
| 30D | -13.2% | +2.3% | -15.5% | -14.7% |
| 3M | -25.0% | +15.3% | -40.3% | -32.6% |
| 6M | +23.6% | -14.7% | +38.3% | +32.1% |
| YTD | +49.2% | -26.4% | +75.6% | +73.5% |
| 1Y | +89.3% | -30.4% | +119.7% | +127.7% |
| 3Y | +274.4% | +13.5% | +260.8% | +226.1% |
| 5Y | +440.9% | -38.6% | +479.5% | +573.0% |
| All | +2,896.3% | +121.9% | +2,774.5% | +2,042.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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