+267.2%
KLAC vs TRU
-2.2%
+269.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | +2.5% | -9.4% | +11.8% | +4.8% |
| 30D | -11.5% | -4.1% | -7.4% | -11.0% |
| 3M | -16.9% | +13.6% | -30.5% | -21.9% |
| 6M | +22.2% | +3.6% | +18.7% | +17.8% |
| YTD | +46.4% | -9.8% | +56.2% | +47.4% |
| 1Y | +91.0% | -13.6% | +104.6% | +94.4% |
| All | +267.2% | -2.2% | +269.4% | +267.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling