+100.4%
KLAC vs TMF
-23.1%
+123.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.6% | -2.6% |
| 7D | +6.2% | -0.9% | +7.1% | +6.5% |
| 30D | -5.0% | -1.0% | -4.0% | -4.7% |
| 3M | -14.4% | -11.3% | -3.1% | -10.7% |
| 6M | +28.3% | -22.7% | +51.0% | +35.6% |
| YTD | +51.1% | -17.3% | +68.4% | +59.1% |
| 1Y | +100.4% | -22.5% | +122.9% | +111.3% |
| All | +100.4% | -23.1% | +123.4% | +111.3% |
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