-17.5%
KLAC vs TEM
+54.1%
-71.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.7% | +2.5% | -2.0% |
| 7D | +10.0% | -5.9% | +15.8% | +11.3% |
| 30D | -14.8% | +4.8% | -19.6% | -15.0% |
| 3M | -27.2% | +31.9% | -59.1% | -29.9% |
| 6M | -17.5% | +56.0% | -73.4% | -24.2% |
| All | -17.5% | +54.1% | -71.6% | -24.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling