+452.1%
KLAC vs TFC
+14.8%
+437.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.8% |
| 7D | +6.2% | -1.3% | +7.5% | +6.8% |
| 30D | -5.0% | -2.3% | -2.7% | -4.0% |
| 3M | -14.4% | +2.5% | -16.9% | -15.8% |
| 6M | +28.3% | +9.5% | +18.8% | +22.1% |
| YTD | +51.1% | +5.1% | +46.0% | +46.4% |
| 1Y | +100.4% | +15.5% | +84.9% | +85.2% |
| 3Y | +276.3% | +95.2% | +181.2% | +169.1% |
| 5Y | +452.1% | +14.5% | +437.6% | +440.3% |
| All | +452.1% | +14.8% | +437.3% | +440.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling