+267.2%
KLAC vs TXG
+39.1%
+228.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.8% | -2.8% |
| 7D | +2.5% | +5.0% | -2.5% | +1.3% |
| 30D | -11.5% | +13.5% | -25.0% | -14.3% |
| 3M | -16.9% | +128.0% | -145.0% | -32.1% |
| 6M | +22.2% | +224.4% | -202.2% | -8.7% |
| YTD | +46.4% | +307.0% | -260.6% | +3.1% |
| 1Y | +91.0% | +427.2% | -336.2% | +24.8% |
| All | +267.2% | +39.1% | +228.1% | +162.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling