+129,057.6%
KLAC vs TFC
+2,536.2%
+126,521.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.6% |
| 7D | +10.0% | +2.3% | +7.7% | +9.1% |
| 30D | -14.8% | +10.8% | -25.6% | -18.3% |
| 3M | -27.2% | -3.8% | -23.4% | -26.3% |
| 6M | -17.5% | +9.6% | -27.0% | -20.9% |
| YTD | +25.8% | +5.8% | +20.0% | +22.2% |
| 1Y | +31.8% | +16.2% | +15.7% | +23.4% |
| 3Y | +195.3% | +96.0% | +99.3% | +123.5% |
| 5Y | +285.9% | +1.7% | +284.2% | +266.4% |
| 10Y | +2,247.6% | +79.9% | +2,167.7% | +1,592.9% |
| All | +129,057.6% | +2,536.2% | +126,521.3% | +61,918.4% |
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