+28.3%
KLAC vs TRV
+21.5%
+6.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.0% |
| 7D | +6.2% | +0.2% | +6.0% | +6.3% |
| 30D | -5.0% | -2.3% | -2.7% | -6.6% |
| 3M | -14.4% | +22.7% | -37.1% | +4.2% |
| 6M | +28.3% | +21.9% | +6.4% | +54.2% |
| All | +28.3% | +21.5% | +6.8% | +54.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling