+282.3%
KLAC vs TYL
-6.4%
+288.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -4.0% | +11.3% | +7.1% |
| 7D | +5.7% | -3.7% | +9.4% | +5.6% |
| 30D | -3.6% | +18.7% | -22.4% | -3.3% |
| 3M | -12.8% | +18.1% | -30.9% | -12.4% |
| 6M | +26.1% | -1.1% | +27.2% | +30.7% |
| YTD | +53.3% | -19.8% | +73.1% | +68.0% |
| 1Y | +113.7% | -34.3% | +148.0% | +152.0% |
| All | +282.3% | -6.4% | +288.7% | +279.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling