+26.2%
KLAC vs TLN
-17.6%
+43.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.5% | +4.4% | 0.0% |
| 7D | -5.7% | -6.0% | +0.4% | -2.9% |
| 30D | -27.6% | -1.5% | -26.1% | -27.8% |
| 3M | -23.3% | -3.9% | -19.4% | -22.8% |
| 6M | -12.4% | -15.0% | +2.7% | -6.8% |
| YTD | +23.7% | -12.8% | +36.6% | +25.4% |
| 1Y | +26.2% | -17.3% | +43.5% | +31.5% |
| All | +26.2% | -17.6% | +43.8% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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