+113.7%
KLAC vs TT
+10.3%
+103.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.6% | +6.7% | +6.7% |
| 7D | +5.7% | -0.2% | +6.0% | +6.0% |
| 30D | -3.6% | -7.4% | +3.8% | +4.5% |
| 3M | -12.8% | -3.2% | -9.6% | -7.9% |
| 6M | +26.1% | +1.1% | +24.9% | +28.1% |
| YTD | +53.3% | +15.6% | +37.7% | +43.3% |
| 1Y | +113.7% | +9.2% | +104.5% | +107.8% |
| All | +113.7% | +10.3% | +103.4% | +107.8% |
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