+1,572.4%
KLAC vs TW
+211.4%
+1,360.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.8% | +2.9% |
| 7D | +10.6% | -3.5% | +14.1% | +11.9% |
| 30D | -4.5% | +0.5% | -5.0% | -4.8% |
| 3M | -10.3% | +4.9% | -15.2% | -13.5% |
| 6M | +40.9% | -17.1% | +58.0% | +48.7% |
| YTD | +56.1% | -3.9% | +60.0% | +53.7% |
| 1Y | +109.0% | -13.3% | +122.3% | +114.0% |
| 3Y | +288.8% | +20.9% | +267.9% | +227.2% |
| 5Y | +489.1% | +20.5% | +468.6% | +384.2% |
| All | +1,572.4% | +211.4% | +1,360.9% | +882.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling