+31.8%
KLAC vs TMF
-30.5%
+62.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.8% |
| 7D | +10.0% | -9.3% | +19.3% | +12.9% |
| 30D | -14.8% | +1.9% | -16.7% | -16.6% |
| 3M | -27.2% | -11.2% | -15.9% | -23.5% |
| 6M | -17.5% | -17.7% | +0.3% | -9.6% |
| YTD | +25.8% | -24.5% | +50.3% | +41.5% |
| 1Y | +31.8% | -29.4% | +61.3% | +53.9% |
| All | +31.8% | -30.5% | +62.3% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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