+11,156.5%
KLAC vs TMF
-70.3%
+11,226.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +4.9% | +0.5% |
| 7D | -2.1% | -1.1% | -1.0% | -2.2% |
| 30D | -21.8% | +11.8% | -33.6% | -20.3% |
| 3M | -20.5% | -4.0% | -16.5% | -20.7% |
| 6M | -18.0% | -16.5% | -1.4% | -20.0% |
| YTD | +26.4% | -19.9% | +46.3% | +22.5% |
| 1Y | +26.3% | -25.6% | +51.9% | +21.0% |
| 3Y | +193.3% | -29.9% | +223.1% | +185.4% |
| 5Y | +297.2% | -88.2% | +385.5% | +183.0% |
| 10Y | +2,288.0% | -81.7% | +2,369.7% | +1,975.7% |
| All | +11,156.5% | -70.3% | +11,226.8% | +14,615.4% |
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