+91.0%
KLAC vs TFC
+16.0%
+75.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.3% |
| 7D | +2.5% | -2.5% | +4.9% | +3.6% |
| 30D | -11.5% | -2.8% | -8.7% | -10.4% |
| 3M | -16.9% | +2.1% | -19.1% | -18.2% |
| 6M | +22.2% | +10.1% | +12.1% | +14.5% |
| YTD | +46.4% | +5.4% | +40.9% | +38.2% |
| 1Y | +91.0% | +16.3% | +74.7% | +75.2% |
| All | +91.0% | +16.0% | +75.0% | +75.2% |
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 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