+89.3%
KLAC vs TXN
+49.4%
+39.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.8% | -1.9% | -0.6% |
| 7D | -2.7% | +4.0% | -6.6% | -5.2% |
| 30D | -13.2% | -2.9% | -10.3% | -11.5% |
| 3M | -25.0% | -9.1% | -15.9% | -19.3% |
| 6M | +23.6% | +36.6% | -13.0% | +8.9% |
| YTD | +49.2% | +57.5% | -8.3% | +21.3% |
| 1Y | +89.3% | +49.5% | +39.8% | +58.8% |
| All | +89.3% | +49.4% | +39.9% | +58.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling