+89.3%
KLAC vs TW
-14.2%
+103.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +1.6% |
| 7D | -2.7% | -4.5% | +1.8% | -4.2% |
| 30D | -13.2% | -2.3% | -10.9% | -13.8% |
| 3M | -25.0% | +2.6% | -27.6% | -24.4% |
| 6M | +23.6% | -17.5% | +41.1% | +23.6% |
| YTD | +49.2% | -5.3% | +54.5% | +48.7% |
| 1Y | +89.3% | -14.8% | +104.1% | +71.4% |
| All | +89.3% | -14.2% | +103.5% | +71.4% |
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