+489.1%
KLAC vs TT
+146.0%
+343.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.2% |
| 7D | +10.6% | +1.6% | +9.0% | +9.2% |
| 30D | -4.5% | -7.3% | +2.8% | +1.8% |
| 3M | -10.3% | -2.6% | -7.7% | -7.1% |
| 6M | +40.9% | +5.9% | +35.0% | +37.2% |
| YTD | +56.1% | +15.4% | +40.7% | +42.2% |
| 1Y | +109.0% | +8.2% | +100.8% | +99.5% |
| 3Y | +288.8% | +122.7% | +166.2% | +111.5% |
| 5Y | +489.1% | +145.0% | +344.2% | +165.2% |
| All | +489.1% | +146.0% | +343.2% | +165.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling