+252.2%
KLAC vs TMF
-88.0%
+340.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.2% | +6.9% | +6.7% |
| 7D | -12.3% | +1.2% | -13.5% | -12.3% |
| 30D | -29.6% | +19.7% | -49.4% | -29.9% |
| 3M | -28.2% | -2.1% | -26.1% | -28.2% |
| 6M | -23.6% | -13.4% | -10.1% | -23.3% |
| YTD | +14.4% | -16.7% | +31.1% | +14.8% |
| 1Y | +15.4% | -23.3% | +38.8% | +15.7% |
| 3Y | +184.3% | -24.8% | +209.1% | +183.2% |
| All | +252.2% | -88.0% | +340.2% | +196.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling