+2,896.3%
KLAC vs TRU
+147.2%
+2,749.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.5% |
| 7D | -2.7% | -2.7% | +0.1% | -1.4% |
| 30D | -13.2% | -2.0% | -11.1% | -12.9% |
| 3M | -25.0% | +18.4% | -43.5% | -33.8% |
| 6M | +23.6% | +8.9% | +14.7% | +12.4% |
| YTD | +49.2% | -8.9% | +58.2% | +47.7% |
| 1Y | +89.3% | -15.9% | +105.2% | +93.3% |
| 3Y | +274.4% | -1.1% | +275.4% | +225.1% |
| 5Y | +440.9% | -35.2% | +476.1% | +510.3% |
| All | +2,896.3% | +147.2% | +2,749.2% | +1,688.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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