+309.5%
KLAC vs TXT
+14.6%
+294.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.3% | +6.0% |
| 7D | +7.5% | -0.8% | +8.3% | +8.2% |
| 30D | -15.3% | +13.4% | -28.7% | -23.0% |
| 3M | -19.6% | -2.5% | -17.0% | -18.6% |
| 6M | -12.5% | -6.2% | -6.3% | -9.0% |
| YTD | +33.0% | -1.3% | +34.3% | +31.5% |
| 1Y | +35.9% | +4.3% | +31.6% | +28.6% |
| 3Y | +208.6% | +13.2% | +195.4% | +161.6% |
| 5Y | +309.5% | +12.4% | +297.1% | +226.8% |
| All | +309.5% | +14.6% | +294.9% | +226.8% |
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