+128,260.6%
KLAC vs TYL
+14,481.8%
+113,778.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.6% | +9.9% | +9.4% |
| 7D | -1.1% | +3.5% | -4.7% | -1.9% |
| 30D | -22.6% | +26.9% | -49.5% | -26.1% |
| 3M | -23.5% | +33.8% | -57.3% | -28.0% |
| 6M | -18.8% | +28.8% | -47.7% | -24.2% |
| YTD | +25.0% | -7.9% | +32.9% | +22.9% |
| 1Y | +27.5% | -9.8% | +37.3% | +25.7% |
| 3Y | +206.1% | +1.2% | +205.0% | +194.1% |
| 5Y | +281.0% | -22.8% | +303.8% | +285.1% |
| 10Y | +2,249.0% | +168.8% | +2,080.2% | +1,867.2% |
| All | +128,260.6% | +14,481.8% | +113,778.7% | +60,883.3% |
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