+113.7%
KLAC vs TFC
+15.4%
+98.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.2% | +7.3% |
| 7D | +5.7% | +2.4% | +3.3% | +4.6% |
| 30D | -3.6% | -1.3% | -2.3% | -3.1% |
| 3M | -12.8% | +6.1% | -18.9% | -15.6% |
| 6M | +26.1% | +7.3% | +18.7% | +19.8% |
| YTD | +53.3% | +8.2% | +45.1% | +43.7% |
| 1Y | +113.7% | +14.4% | +99.2% | +94.8% |
| All | +113.7% | +15.4% | +98.3% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling