+470.4%
KLAC vs TMF
-87.8%
+558.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +10.6% | +1.0% | +9.6% | +10.6% |
| 30D | -4.5% | -1.8% | -2.7% | -4.5% |
| 3M | -10.3% | -8.2% | -2.0% | -10.1% |
| 6M | +40.9% | -19.5% | +60.4% | +41.3% |
| YTD | +56.1% | -16.0% | +72.1% | +56.5% |
| 1Y | +109.0% | -22.5% | +131.5% | +109.5% |
| 3Y | +288.8% | -42.3% | +331.1% | +286.3% |
| All | +470.4% | -87.8% | +558.1% | +407.3% |
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 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