+100.4%
KLAC vs TT
+8.2%
+92.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.8% |
| 7D | +6.2% | +1.4% | +4.8% | +4.7% |
| 30D | -5.0% | -6.7% | +1.7% | +2.2% |
| 3M | -14.4% | -5.4% | -9.0% | -7.7% |
| 6M | +28.3% | +4.4% | +23.9% | +27.5% |
| YTD | +51.1% | +14.9% | +36.2% | +42.0% |
| 1Y | +100.4% | +9.3% | +91.1% | +94.7% |
| All | +100.4% | +8.2% | +92.2% | +94.7% |
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