+32.9%
TSLA vs KLAC
+259.7%
-226.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +2.0% | +0.3% |
| 7D | -3.4% | +2.5% | -5.9% | -4.9% |
| 30D | +9.2% | -11.5% | +20.8% | +14.8% |
| 3M | -4.7% | -16.9% | +12.2% | -0.3% |
| 6M | -8.9% | +22.2% | -31.2% | -23.3% |
| YTD | -19.2% | +46.4% | -65.5% | -41.2% |
| 1Y | +4.5% | +91.0% | -86.5% | -35.7% |
| All | +32.9% | +259.7% | -226.9% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KLAC.
Daily Out/Under-Performance
Portfolio return minus KLAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KLAC 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 KLAC 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