+452.1%
KLAC vs TXT
+13.4%
+438.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.7% | -3.5% |
| 7D | +6.2% | +0.8% | +5.4% | +5.5% |
| 30D | -5.0% | -10.4% | +5.4% | +2.8% |
| 3M | -14.4% | -14.3% | -0.1% | -4.4% |
| 6M | +28.3% | -15.1% | +43.4% | +43.6% |
| YTD | +51.1% | -8.3% | +59.4% | +58.4% |
| 1Y | +100.4% | -0.7% | +101.1% | +97.1% |
| 3Y | +276.3% | +6.0% | +270.4% | +235.8% |
| 5Y | +452.1% | +12.5% | +439.5% | +364.7% |
| All | +452.1% | +13.4% | +438.7% | +364.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling