+21,925.2%
KLAC vs TNA
+944.8%
+20,980.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | -1.8% |
| 7D | +6.2% | -3.6% | +9.8% | +7.6% |
| 30D | -5.0% | -10.1% | +5.1% | -1.4% |
| 3M | -14.4% | +2.7% | -17.1% | -14.5% |
| 6M | +28.3% | +38.4% | -10.1% | +15.3% |
| YTD | +51.1% | +45.4% | +5.7% | +33.6% |
| 1Y | +100.4% | +55.9% | +44.4% | +71.6% |
| 3Y | +276.3% | +109.8% | +166.5% | +164.3% |
| 5Y | +452.1% | -22.5% | +474.6% | +393.3% |
| 10Y | +2,986.0% | +87.5% | +2,898.4% | +1,509.3% |
| All | +21,925.2% | +944.8% | +20,980.5% | +3,986.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling