+113.7%
KLAC vs TXT
-1.0%
+114.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.7% | +7.5% |
| 7D | +5.7% | -4.8% | +10.5% | +8.6% |
| 30D | -3.6% | -10.6% | +7.0% | +2.4% |
| 3M | -12.8% | -13.2% | +0.4% | -6.0% |
| 6M | +26.1% | -20.3% | +46.4% | +40.7% |
| YTD | +53.3% | -9.3% | +62.6% | +60.8% |
| 1Y | +113.7% | -2.7% | +116.4% | +121.6% |
| All | +113.7% | -1.0% | +114.7% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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