+26.2%
KLAC vs TW
+20.8%
+5.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -3.7% |
| 7D | -5.7% | +6.0% | -11.6% | -3.5% |
| 30D | -27.6% | +18.6% | -46.1% | -23.1% |
| 3M | -23.3% | +26.5% | -49.8% | -16.7% |
| 6M | -12.4% | +13.1% | -25.5% | -4.4% |
| YTD | +23.7% | +18.5% | +5.2% | +32.5% |
| 1Y | +26.2% | +21.7% | +4.5% | +36.7% |
| All | +26.2% | +20.8% | +5.4% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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