+26.2%
KLAC vs TXG
+406.9%
-380.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.4% | -7.5% | -4.9% |
| 7D | -5.7% | -19.3% | +13.6% | -1.3% |
| 30D | -27.6% | -30.9% | +3.3% | -22.2% |
| 3M | -23.3% | +41.1% | -64.4% | -29.7% |
| 6M | -12.4% | +211.9% | -224.2% | -31.3% |
| YTD | +23.7% | +314.0% | -290.2% | -7.8% |
| 1Y | +26.2% | +405.4% | -379.2% | -7.1% |
| All | +26.2% | +406.9% | -380.7% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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