+3,792.1%
KLAC vs TRU
+226.0%
+3,566.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.8% |
| 7D | +6.2% | -6.5% | +12.7% | +9.1% |
| 30D | -5.0% | -2.5% | -2.5% | -4.6% |
| 3M | -14.4% | +10.4% | -24.8% | -21.3% |
| 6M | +28.3% | +1.6% | +26.7% | +21.4% |
| YTD | +51.1% | -9.7% | +60.8% | +50.2% |
| 1Y | +100.4% | -17.3% | +117.6% | +105.9% |
| 3Y | +276.3% | -1.8% | +278.2% | +231.6% |
| 5Y | +452.1% | -36.2% | +488.3% | +516.3% |
| 10Y | +2,986.0% | +143.2% | +2,842.7% | +1,899.7% |
| All | +3,792.1% | +226.0% | +3,566.1% | +2,310.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling