+430.6%
KLAC vs TSN
-18.6%
+449.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.2% |
| 7D | +2.5% | +1.4% | +1.1% | +2.4% |
| 30D | -11.5% | -6.2% | -5.4% | -11.2% |
| 3M | -16.9% | -5.7% | -11.3% | -17.0% |
| 6M | +22.2% | -11.4% | +33.6% | +22.8% |
| YTD | +46.4% | -8.2% | +54.5% | +46.2% |
| 1Y | +91.0% | -2.0% | +93.0% | +88.2% |
| 3Y | +264.6% | +11.9% | +252.7% | +238.1% |
| 5Y | +430.6% | -17.8% | +448.3% | +538.4% |
| All | +430.6% | -18.6% | +449.2% | +538.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling