+2,896.3%
KLAC vs TTMI
+1,127.6%
+1,768.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.4% | -1.4% | +0.4% |
| 7D | -2.7% | +0.7% | -3.3% | -3.0% |
| 30D | -13.2% | -8.4% | -4.7% | -10.0% |
| 3M | -25.0% | -32.5% | +7.4% | -11.2% |
| 6M | +23.6% | +32.5% | -8.9% | +6.4% |
| YTD | +49.2% | +83.2% | -34.0% | +7.8% |
| 1Y | +89.3% | +161.7% | -72.3% | +13.0% |
| 3Y | +274.4% | +890.1% | -615.8% | +10.7% |
| 5Y | +440.9% | +832.4% | -391.5% | +57.0% |
| All | +2,896.3% | +1,127.6% | +1,768.7% | +727.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling