+157,276.9%
KLAC vs TT
+16,138.6%
+141,138.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.5% | +6.9% |
| 7D | +5.7% | 0.0% | +5.7% | +5.8% |
| 30D | -3.6% | -7.2% | +3.5% | +0.2% |
| 3M | -12.8% | -3.0% | -9.8% | -10.6% |
| 6M | +26.1% | +1.4% | +24.7% | +27.0% |
| YTD | +53.3% | +15.9% | +37.4% | +44.3% |
| 1Y | +113.7% | +9.4% | +104.3% | +106.9% |
| 3Y | +274.9% | +124.4% | +150.5% | +153.8% |
| 5Y | +470.1% | +138.0% | +332.1% | +275.6% |
| 10Y | +2,997.0% | +886.4% | +2,110.6% | +941.1% |
| All | +157,276.9% | +16,138.6% | +141,138.3% | +13,440.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling