+87.8%
KLAC vs TEM
+79.0%
+8.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.7% | +2.5% | -2.3% |
| 7D | +10.0% | -5.9% | +15.8% | +11.0% |
| 30D | -14.8% | +4.8% | -19.6% | -15.3% |
| 3M | -27.2% | +31.9% | -59.1% | -31.1% |
| 6M | -17.5% | +56.0% | -73.4% | -24.4% |
| YTD | +25.8% | +21.3% | +4.6% | +18.8% |
| 1Y | +31.8% | +5.4% | +26.4% | +26.9% |
| All | +87.8% | +79.0% | +8.8% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling