+2,896.3%
KLAC vs TFC
+98.7%
+2,797.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.8% | +1.9% |
| 7D | -2.7% | -2.4% | -0.3% | -1.6% |
| 30D | -13.2% | -3.4% | -9.8% | -11.8% |
| 3M | -25.0% | +0.4% | -25.4% | -25.6% |
| 6M | +23.6% | +12.7% | +10.9% | +16.2% |
| YTD | +49.2% | +5.6% | +43.6% | +44.4% |
| 1Y | +89.3% | +16.0% | +73.3% | +74.9% |
| 3Y | +274.4% | +94.0% | +180.4% | +167.3% |
| 5Y | +440.9% | +16.2% | +424.8% | +380.8% |
| All | +2,896.3% | +98.7% | +2,797.6% | +1,888.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling