+2,323.7%
KLAC vs TXT
+90.9%
+2,232.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.2% |
| 7D | +21.2% | -1.1% | +22.3% | +21.9% |
| 30D | -14.5% | +13.3% | -27.8% | -20.8% |
| 3M | -24.4% | -5.1% | -19.3% | -22.4% |
| 6M | -12.9% | -7.1% | -5.8% | -9.5% |
| YTD | +29.9% | -3.2% | +33.2% | +30.7% |
| 1Y | +31.9% | +2.3% | +29.6% | +28.3% |
| 3Y | +201.5% | +11.1% | +190.4% | +175.4% |
| 5Y | +298.6% | +10.0% | +288.5% | +264.9% |
| All | +2,323.7% | +90.9% | +2,232.8% | +1,601.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling