+13,555.8%
KLAC vs TMF
-68.9%
+13,624.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.4% | +7.0% | +7.4% |
| 7D | +5.7% | -1.4% | +7.2% | +5.5% |
| 30D | -3.6% | -2.8% | -0.8% | -4.0% |
| 3M | -12.8% | -10.9% | -1.9% | -14.3% |
| 6M | +26.1% | -21.3% | +47.4% | +21.4% |
| YTD | +53.3% | -15.9% | +69.2% | +49.2% |
| 1Y | +113.7% | -15.7% | +129.4% | +108.4% |
| 3Y | +274.9% | -43.4% | +318.2% | +250.9% |
| 5Y | +470.1% | -87.8% | +557.9% | +308.1% |
| 10Y | +2,997.0% | -86.7% | +3,083.7% | +2,396.8% |
| All | +13,555.8% | -68.9% | +13,624.6% | +17,826.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling