+2,838.9%
KLAC vs TXT
+103.1%
+2,735.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.3% | -2.6% |
| 7D | +2.5% | -0.2% | +2.7% | +2.6% |
| 30D | -11.5% | -10.2% | -1.3% | -5.8% |
| 3M | -16.9% | -13.3% | -3.7% | -9.8% |
| 6M | +22.2% | -14.4% | +36.6% | +33.4% |
| YTD | +46.4% | -9.1% | +55.5% | +53.5% |
| 1Y | +91.0% | -2.2% | +93.2% | +91.5% |
| 3Y | +264.6% | +5.1% | +259.5% | +245.2% |
| 5Y | +430.6% | +12.8% | +417.8% | +384.1% |
| All | +2,838.9% | +103.1% | +2,735.9% | +1,902.9% |
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