-17.3%
KLAC vs TER
-33.1%
+15.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.8% |
| 7D | +21.2% | +24.0% | -2.8% | +3.7% |
| 30D | -14.5% | -30.6% | +16.1% | +10.3% |
| All | -17.3% | -33.1% | +15.8% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 1mo: compounded portfolio wealth divided by compounded TER 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…
1mo analysis · Full analysis span regression · Available span rolling