+113.7%
KLAC vs TXG
+372.5%
-258.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.9% | +8.2% | +7.5% |
| 7D | +5.7% | +1.8% | +3.9% | +5.3% |
| 30D | -3.6% | +32.0% | -35.6% | -10.2% |
| 3M | -12.8% | +87.0% | -99.8% | -24.8% |
| 6M | +26.1% | +180.1% | -154.0% | -0.8% |
| YTD | +53.3% | +284.1% | -230.8% | +12.6% |
| 1Y | +113.7% | +361.7% | -248.0% | +51.0% |
| All | +113.7% | +372.5% | -258.8% | +51.0% |
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