+128,094.4%
KLAC vs TRMB
+3,340.8%
+124,753.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.2% |
| 7D | +10.6% | -0.3% | +10.9% | +10.6% |
| 30D | -4.5% | -1.2% | -3.3% | -4.4% |
| 3M | -10.3% | +9.6% | -19.9% | -13.6% |
| 6M | +40.9% | -16.1% | +57.0% | +46.4% |
| YTD | +56.1% | -25.0% | +81.1% | +67.3% |
| 1Y | +109.0% | -27.7% | +136.7% | +126.6% |
| 3Y | +288.8% | +15.3% | +273.5% | +267.3% |
| 5Y | +489.1% | -37.4% | +526.5% | +566.3% |
| 10Y | +3,041.8% | +117.5% | +2,924.3% | +2,425.6% |
| All | +128,094.4% | +3,340.8% | +124,753.6% | +43,423.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling