+7,706.8%
KLAC vs TECK
+2,066.2%
+5,640.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.3% | +3.2% | -1.6% |
| 7D | +2.5% | -4.2% | +6.7% | +3.5% |
| 30D | -11.5% | -0.4% | -11.2% | -11.5% |
| 3M | -16.9% | +10.1% | -27.1% | -18.7% |
| 6M | +22.2% | +26.0% | -3.8% | +16.1% |
| YTD | +46.4% | +38.0% | +8.3% | +36.3% |
| 1Y | +91.0% | +63.8% | +27.2% | +70.8% |
| 3Y | +264.6% | +68.5% | +196.0% | +220.1% |
| 5Y | +430.6% | +179.2% | +251.4% | +305.6% |
| 10Y | +2,889.3% | +358.6% | +2,530.7% | +1,778.7% |
| All | +7,706.8% | +2,066.2% | +5,640.6% | +3,931.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling