+2,896.3%
KLAC vs TNA
+86.1%
+2,810.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.5% |
| 7D | -2.7% | -7.3% | +4.6% | +0.3% |
| 30D | -13.2% | -14.2% | +1.0% | -7.9% |
| 3M | -25.0% | -4.6% | -20.4% | -23.0% |
| 6M | +23.6% | +36.9% | -13.3% | +10.2% |
| YTD | +49.2% | +42.5% | +6.7% | +31.1% |
| 1Y | +89.3% | +45.8% | +43.6% | +63.4% |
| 3Y | +274.4% | +104.7% | +169.7% | +153.5% |
| 5Y | +440.9% | -21.7% | +462.6% | +370.4% |
| All | +2,896.3% | +86.1% | +2,810.2% | +1,479.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling