+125.5%
KLAC vs TEM
+53.2%
+72.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.7% | +1.5% | -2.5% |
| 7D | +6.2% | -1.1% | +7.2% | +6.3% |
| 30D | -5.0% | +11.3% | -16.3% | -7.2% |
| 3M | -14.4% | +25.5% | -39.9% | -18.4% |
| 6M | +28.3% | +17.1% | +11.2% | +22.6% |
| YTD | +51.1% | +3.8% | +47.3% | +46.8% |
| 1Y | +100.4% | -24.4% | +124.7% | +102.7% |
| All | +125.5% | +53.2% | +72.3% | +94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling