+252.2%
KLAC vs TYL
-21.3%
+273.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.3% | +9.0% | +7.3% |
| 7D | -12.3% | +6.7% | -19.0% | -14.0% |
| 30D | -29.6% | +26.5% | -56.2% | -34.7% |
| 3M | -28.2% | +37.3% | -65.5% | -36.0% |
| 6M | -23.6% | +31.2% | -54.7% | -32.7% |
| YTD | +14.4% | -7.4% | +21.8% | +18.0% |
| 1Y | +15.4% | -9.6% | +25.0% | +20.3% |
| 3Y | +184.3% | +1.9% | +182.4% | +157.1% |
| All | +252.2% | -21.3% | +273.5% | +280.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling