+136,426.2%
KLAC vs TXT
+2,259.2%
+134,167.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.3% | +5.7% |
| 7D | +7.5% | -0.8% | +8.3% | +8.0% |
| 30D | -15.3% | +13.4% | -28.7% | -19.9% |
| 3M | -19.6% | -2.5% | -17.0% | -19.0% |
| 6M | -12.5% | -6.2% | -6.3% | -10.3% |
| YTD | +33.0% | -1.3% | +34.3% | +32.8% |
| 1Y | +35.9% | +4.3% | +31.6% | +32.5% |
| 3Y | +208.6% | +13.2% | +195.4% | +189.6% |
| 5Y | +309.5% | +12.4% | +297.1% | +288.5% |
| 10Y | +2,381.5% | +94.8% | +2,286.8% | +1,674.0% |
| All | +136,426.2% | +2,259.2% | +134,167.0% | +26,937.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling