+2,896.3%
KLAC vs TXN
+432.6%
+2,463.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.8% | -1.9% | -1.6% |
| 7D | -2.7% | +4.0% | -6.6% | -6.2% |
| 30D | -13.2% | -2.9% | -10.3% | -10.8% |
| 3M | -25.0% | -9.1% | -15.9% | -17.6% |
| 6M | +23.6% | +36.6% | -13.0% | -10.3% |
| YTD | +49.2% | +57.5% | -8.3% | -7.1% |
| 1Y | +89.3% | +49.5% | +39.8% | +23.0% |
| 3Y | +274.4% | +76.5% | +197.8% | +93.5% |
| 5Y | +440.9% | +62.4% | +378.6% | +212.4% |
| All | +2,896.3% | +432.6% | +2,463.7% | +499.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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