+26.2%
KLAC vs TTD
-72.7%
+98.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.9% | -7.0% | -3.8% |
| 7D | -5.7% | +3.7% | -9.3% | -5.3% |
| 30D | -27.6% | +10.4% | -38.0% | -26.7% |
| 3M | -23.3% | -31.6% | +8.3% | -24.8% |
| 6M | -12.4% | -45.1% | +32.7% | -12.9% |
| YTD | +23.7% | -65.1% | +88.9% | +35.6% |
| 1Y | +26.2% | -72.0% | +98.2% | +48.1% |
| All | +26.2% | -72.7% | +98.8% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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