+1,224.8%
KLAC vs TXG
+24.6%
+1,200.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -3.9% |
| 7D | +6.2% | +9.1% | -3.0% | +3.7% |
| 30D | -5.0% | +14.9% | -19.9% | -8.8% |
| 3M | -14.4% | +120.0% | -134.4% | -31.8% |
| 6M | +28.3% | +221.8% | -193.5% | -8.9% |
| YTD | +51.1% | +312.6% | -261.5% | -0.5% |
| 1Y | +100.4% | +398.4% | -298.1% | +22.8% |
| 3Y | +276.3% | +42.1% | +234.3% | +194.3% |
| 5Y | +452.1% | -63.5% | +515.5% | +480.3% |
| All | +1,224.8% | +24.6% | +1,200.2% | +852.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling