+430.6%
KLAC vs TECK
+180.4%
+250.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.3% | +3.2% | -0.6% |
| 7D | +2.5% | -4.2% | +6.7% | +4.2% |
| 30D | -11.5% | -0.4% | -11.2% | -11.6% |
| 3M | -16.9% | +10.1% | -27.1% | -20.1% |
| 6M | +22.2% | +26.0% | -3.8% | +11.7% |
| YTD | +46.4% | +38.0% | +8.3% | +29.6% |
| 1Y | +91.0% | +63.8% | +27.2% | +58.7% |
| 3Y | +264.6% | +68.5% | +196.0% | +193.8% |
| 5Y | +430.6% | +179.2% | +251.4% | +275.7% |
| All | +430.6% | +180.4% | +250.2% | +275.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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