+89.3%
KLAC vs TNA
+52.8%
+36.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.3% |
| 7D | -2.7% | -7.3% | +4.6% | +2.1% |
| 30D | -13.2% | -14.2% | +1.0% | -4.4% |
| 3M | -25.0% | -4.6% | -20.4% | -21.8% |
| 6M | +23.6% | +36.9% | -13.3% | +6.2% |
| YTD | +49.2% | +42.5% | +6.7% | +26.3% |
| 1Y | +89.3% | +45.8% | +43.6% | +57.9% |
| All | +89.3% | +52.8% | +36.5% | +57.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling