+122.7%
KLAC vs TEM
+47.5%
+75.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | -2.7% | -8.7% | +6.0% | -1.3% |
| 30D | -13.2% | +8.1% | -21.2% | -14.8% |
| 3M | -25.0% | +19.0% | -44.0% | -27.9% |
| 6M | +23.6% | +12.0% | +11.6% | +19.0% |
| YTD | +49.2% | -0.1% | +49.3% | +45.9% |
| 1Y | +89.3% | -33.5% | +122.9% | +95.3% |
| All | +122.7% | +47.5% | +75.2% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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