+109.0%
KLAC vs TYL
-37.9%
+146.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.5% | +6.3% | -0.1% |
| 7D | +10.6% | -7.6% | +18.2% | +7.1% |
| 30D | -4.5% | +11.3% | -15.8% | +0.3% |
| 3M | -10.3% | +14.5% | -24.8% | -2.7% |
| 6M | +40.9% | -7.1% | +48.0% | +50.2% |
| YTD | +56.1% | -23.4% | +79.5% | +54.1% |
| 1Y | +109.0% | -38.6% | +147.6% | +85.6% |
| All | +109.0% | -37.9% | +146.9% | +85.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling