+129,057.7%
KLAC vs TXT
+2,196.3%
+126,861.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.8% |
| 7D | +10.0% | +0.1% | +9.9% | +10.0% |
| 30D | -14.8% | +13.3% | -28.2% | -19.4% |
| 3M | -27.2% | -5.0% | -22.2% | -25.8% |
| 6M | -17.5% | -8.4% | -9.0% | -14.5% |
| YTD | +25.8% | -4.0% | +29.8% | +27.1% |
| 1Y | +31.8% | +2.8% | +29.0% | +29.4% |
| 3Y | +195.3% | +10.3% | +185.0% | +180.3% |
| 5Y | +285.9% | +9.2% | +276.8% | +270.8% |
| 10Y | +2,247.6% | +89.6% | +2,158.0% | +1,598.3% |
| All | +129,057.7% | +2,196.3% | +126,861.4% | +25,782.7% |
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 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