+195.3%
KLAC vs TFC
+97.5%
+97.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.8% |
| 7D | +10.0% | +2.3% | +7.7% | +8.8% |
| 30D | -14.8% | +10.8% | -25.6% | -19.2% |
| 3M | -27.2% | -3.8% | -23.4% | -25.9% |
| 6M | -17.5% | +9.6% | -27.0% | -22.1% |
| YTD | +25.8% | +5.8% | +20.0% | +20.4% |
| 1Y | +31.8% | +16.2% | +15.7% | +19.9% |
| 3Y | +195.3% | +96.0% | +99.3% | +112.7% |
| All | +195.3% | +97.5% | +97.8% | +112.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling