+1,208.4%
KLAC vs TXG
+27.0%
+1,181.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.4% | +1.1% |
| 7D | -2.7% | +9.5% | -12.2% | -5.0% |
| 30D | -13.2% | +18.8% | -31.9% | -17.4% |
| 3M | -25.0% | +136.1% | -161.1% | -41.3% |
| 6M | +23.6% | +235.2% | -211.6% | -13.2% |
| YTD | +49.2% | +320.5% | -271.3% | -2.2% |
| 1Y | +89.3% | +425.2% | -335.9% | +14.5% |
| 3Y | +274.4% | +42.9% | +231.5% | +192.5% |
| 5Y | +440.9% | -62.8% | +503.8% | +466.1% |
| All | +1,208.4% | +27.0% | +1,181.4% | +836.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling