+2,247.0%
KLAC vs TT
+725.1%
+1,521.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.7% | -2.0% |
| 7D | +10.0% | +4.0% | +5.9% | +6.8% |
| 30D | -14.8% | -11.3% | -3.5% | -5.9% |
| 3M | -27.2% | -12.3% | -14.9% | -18.7% |
| 6M | -17.5% | -10.8% | -6.6% | -7.8% |
| YTD | +25.8% | +8.2% | +17.7% | +21.6% |
| 1Y | +31.8% | +1.5% | +30.4% | +33.7% |
| 3Y | +195.3% | +91.5% | +103.8% | +86.1% |
| 5Y | +285.9% | +130.2% | +155.7% | +106.3% |
| All | +2,247.0% | +725.1% | +1,521.9% | +419.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling