+26.2%
KLAC vs TT
-6.5%
+32.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -2.3% |
| 7D | -5.7% | -8.5% | +2.8% | +3.5% |
| 30D | -27.6% | -12.8% | -14.8% | -16.1% |
| 3M | -23.3% | -12.9% | -10.4% | -11.1% |
| 6M | -12.4% | -15.2% | +2.9% | +5.9% |
| YTD | +23.7% | +6.2% | +17.5% | +24.1% |
| 1Y | +26.2% | -4.5% | +30.7% | +38.1% |
| All | +26.2% | -6.5% | +32.7% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling