+157,277.0%
KLAC vs TFC
+2,596.5%
+154,680.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.2% | +7.3% |
| 7D | +5.7% | +2.4% | +3.3% | +4.7% |
| 30D | -3.6% | -1.3% | -2.3% | -3.1% |
| 3M | -12.8% | +6.1% | -18.9% | -15.1% |
| 6M | +26.1% | +7.3% | +18.7% | +22.3% |
| YTD | +53.3% | +8.2% | +45.1% | +48.0% |
| 1Y | +113.7% | +14.4% | +99.2% | +101.4% |
| 3Y | +274.9% | +93.7% | +181.2% | +184.7% |
| 5Y | +470.1% | +16.4% | +453.7% | +414.7% |
| 10Y | +2,997.0% | +101.6% | +2,895.4% | +2,044.9% |
| All | +157,277.0% | +2,596.5% | +154,680.5% | +74,987.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling