+3,041.8%
KLAC vs TYL
+106.7%
+2,935.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.5% | +6.3% | +3.9% |
| 7D | +10.6% | -7.6% | +18.2% | +14.5% |
| 30D | -4.5% | +11.3% | -15.8% | -10.3% |
| 3M | -10.3% | +14.5% | -24.8% | -19.6% |
| 6M | +40.9% | -7.1% | +48.0% | +39.1% |
| YTD | +56.1% | -23.4% | +79.5% | +69.3% |
| 1Y | +109.0% | -38.6% | +147.6% | +158.7% |
| 3Y | +288.8% | -11.3% | +300.1% | +257.1% |
| 5Y | +489.1% | -28.0% | +517.1% | +518.1% |
| 10Y | +3,041.8% | +104.9% | +2,936.9% | +1,657.1% |
| All | +3,041.8% | +106.7% | +2,935.1% | +1,657.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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