+452.1%
KLAC vs TRMB
-39.0%
+491.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -1.8% |
| 7D | +6.2% | -2.9% | +9.1% | +8.0% |
| 30D | -5.0% | -1.8% | -3.2% | -4.5% |
| 3M | -14.4% | +8.4% | -22.8% | -20.7% |
| 6M | +28.3% | -18.5% | +46.8% | +42.6% |
| YTD | +51.1% | -26.7% | +77.8% | +79.6% |
| 1Y | +100.4% | -28.3% | +128.7% | +141.3% |
| 3Y | +276.3% | +12.6% | +263.8% | +220.6% |
| 5Y | +452.1% | -38.7% | +490.8% | +637.5% |
| All | +452.1% | -39.0% | +491.1% | +637.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling