+2,896.3%
KLAC vs TSN
-4.9%
+2,901.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.7% |
| 7D | -2.7% | +3.0% | -5.7% | -3.3% |
| 30D | -13.2% | -4.2% | -9.0% | -12.5% |
| 3M | -25.0% | -3.9% | -21.1% | -24.9% |
| 6M | +23.6% | -9.8% | +33.4% | +24.8% |
| YTD | +49.2% | -7.3% | +56.5% | +49.5% |
| 1Y | +89.3% | -2.2% | +91.5% | +86.4% |
| 3Y | +274.4% | +11.9% | +262.5% | +246.6% |
| 5Y | +440.9% | -16.9% | +457.9% | +446.7% |
| All | +2,896.3% | -4.9% | +2,901.3% | +2,646.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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