+117,330.7%
KLAC vs TYL
+14,564.8%
+102,765.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.3% | +9.0% | +7.1% |
| 7D | -12.3% | +6.7% | -19.0% | -13.4% |
| 30D | -29.6% | +26.5% | -56.2% | -32.8% |
| 3M | -28.2% | +37.3% | -65.5% | -32.8% |
| 6M | -23.6% | +31.2% | -54.7% | -28.9% |
| YTD | +14.4% | -7.4% | +21.8% | +12.4% |
| 1Y | +15.4% | -9.6% | +25.0% | +13.7% |
| 3Y | +184.3% | +1.9% | +182.4% | +172.8% |
| 5Y | +248.9% | -21.1% | +270.0% | +251.3% |
| 10Y | +2,076.9% | +171.8% | +1,905.2% | +1,720.1% |
| All | +117,330.7% | +14,564.8% | +102,765.9% | +55,641.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling