+305.0%
KLAC vs TLN
+574.4%
-269.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.8% |
| 7D | -2.7% | -1.3% | -1.3% | -2.1% |
| 30D | -13.2% | -14.3% | +1.2% | -8.0% |
| 3M | -25.0% | -9.3% | -15.7% | -22.1% |
| 6M | +23.6% | -1.1% | +24.7% | +23.4% |
| YTD | +49.2% | -16.6% | +65.8% | +57.2% |
| 1Y | +89.3% | -22.0% | +111.3% | +103.1% |
| 3Y | +274.4% | +470.2% | -195.8% | +98.2% |
| All | +305.0% | +574.4% | -269.4% | +107.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling