+206.1%
KLAC vs TT
+94.8%
+111.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.7% | +4.6% | +4.8% |
| 7D | -1.1% | +1.7% | -2.9% | -2.1% |
| 30D | -22.6% | -11.8% | -10.8% | -12.6% |
| 3M | -23.5% | -12.6% | -10.9% | -12.9% |
| 6M | -18.8% | -9.4% | -9.5% | -9.2% |
| YTD | +25.0% | +8.8% | +16.2% | +20.3% |
| 1Y | +27.5% | -2.5% | +30.1% | +34.3% |
| 3Y | +206.1% | +95.7% | +110.5% | +79.9% |
| All | +206.1% | +94.8% | +111.4% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling