+288.8%
KLAC vs TLN
+494.5%
-205.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -0.9% | +0.8% |
| 7D | +10.6% | +10.9% | -0.3% | +6.3% |
| 30D | -4.5% | -6.3% | +1.8% | -2.2% |
| 3M | -10.3% | -10.7% | +0.4% | -6.4% |
| 6M | +40.9% | +1.6% | +39.3% | +39.1% |
| YTD | +56.1% | -13.1% | +69.2% | +61.8% |
| 1Y | +109.0% | -15.1% | +124.1% | +117.5% |
| 3Y | +288.8% | +495.0% | -206.2% | +107.7% |
| All | +288.8% | +494.5% | -205.6% | +107.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling