+195.3%
KLAC vs TYL
+1.3%
+194.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.1% |
| 7D | +10.0% | +0.8% | +9.2% | +10.1% |
| 30D | -14.8% | +21.1% | -35.9% | -12.5% |
| 3M | -27.2% | +28.9% | -56.1% | -24.7% |
| 6M | -17.5% | +42.0% | -59.5% | -14.9% |
| YTD | +25.8% | -6.6% | +32.4% | +41.6% |
| 1Y | +31.8% | -9.1% | +40.9% | +49.4% |
| 3Y | +195.3% | +1.8% | +193.5% | +211.5% |
| All | +195.3% | +1.3% | +194.0% | +211.5% |
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