+154,996.0%
KLAC vs TRV
+6,571.7%
+148,424.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.4% |
| 7D | +6.2% | +0.2% | +6.0% | +6.0% |
| 30D | -5.0% | -2.3% | -2.7% | -4.1% |
| 3M | -14.4% | +22.7% | -37.1% | -23.1% |
| 6M | +28.3% | +21.9% | +6.4% | +14.9% |
| YTD | +51.1% | +27.5% | +23.6% | +32.2% |
| 1Y | +100.4% | +36.2% | +64.1% | +69.2% |
| 3Y | +276.3% | +140.6% | +135.7% | +134.7% |
| 5Y | +452.1% | +154.5% | +297.5% | +229.8% |
| 10Y | +2,986.0% | +295.4% | +2,690.5% | +1,344.6% |
| All | +154,996.0% | +6,571.7% | +148,424.3% | +18,094.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling