+274.4%
KLAC vs TROW
+11.3%
+263.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.1% | +2.7% |
| 7D | -2.7% | -3.2% | +0.5% | -0.5% |
| 30D | -13.2% | -4.6% | -8.6% | -10.4% |
| 3M | -25.0% | -0.7% | -24.4% | -25.7% |
| 6M | +23.6% | +22.2% | +1.4% | +5.8% |
| YTD | +49.2% | +6.6% | +42.6% | +39.9% |
| 1Y | +89.3% | +5.8% | +83.5% | +78.1% |
| 3Y | +274.4% | +11.6% | +262.8% | +226.2% |
| All | +274.4% | +11.3% | +263.0% | +226.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 3y: compounded portfolio wealth divided by compounded TROW 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…
3y analysis · Full analysis span regression · 6 months rolling