+1,078.0%
KLAC vs TE
-48.3%
+1,126.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.0% | -8.2% | +0.5% |
| 7D | +10.6% | +18.2% | -7.6% | +8.0% |
| 30D | -4.5% | -13.5% | +9.0% | -3.0% |
| 3M | -10.3% | -44.6% | +34.3% | -3.8% |
| 6M | +40.9% | -24.7% | +65.6% | +42.4% |
| YTD | +56.1% | -24.3% | +80.4% | +56.1% |
| 1Y | +109.0% | +155.6% | -46.5% | +74.8% |
| 3Y | +288.8% | -18.3% | +307.1% | +250.2% |
| 5Y | +489.1% | -41.3% | +530.4% | +435.9% |
| All | +1,078.0% | -48.3% | +1,126.2% | +1,069.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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