+274.4%
KLAC vs TXN
+75.8%
+198.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.8% | -1.9% | -0.8% |
| 7D | -2.7% | +4.0% | -6.6% | -5.5% |
| 30D | -13.2% | -2.9% | -10.3% | -11.3% |
| 3M | -25.0% | -9.1% | -15.9% | -18.9% |
| 6M | +23.6% | +36.6% | -13.0% | -0.9% |
| YTD | +49.2% | +57.5% | -8.3% | +6.4% |
| 1Y | +89.3% | +49.5% | +39.8% | +40.1% |
| 3Y | +274.4% | +76.5% | +197.8% | +136.1% |
| All | +274.4% | +75.8% | +198.5% | +136.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling