+423.1%
KLAC vs TRV
+157.5%
+265.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.7% | -3.2% |
| 7D | +2.5% | -1.5% | +3.9% | +2.6% |
| 30D | -11.5% | -1.8% | -9.7% | -11.3% |
| 3M | -16.9% | +21.6% | -38.5% | -19.9% |
| 6M | +22.2% | +22.5% | -0.2% | +17.5% |
| YTD | +46.4% | +28.1% | +18.2% | +39.0% |
| 1Y | +91.0% | +37.0% | +54.0% | +77.9% |
| 3Y | +264.6% | +141.9% | +122.7% | +174.1% |
| All | +423.1% | +157.5% | +265.6% | +287.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 5y: compounded portfolio wealth divided by compounded TRV 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…
5y analysis · Full analysis span regression · 6 months rolling