+31.8%
KLAC vs TER
+41.9%
-10.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.4% | +2.2% | 0.0% |
| 7D | +10.0% | +14.4% | -4.4% | +1.4% |
| 30D | -14.8% | -30.6% | +15.8% | +4.7% |
| 3M | -27.2% | -39.2% | +12.0% | -4.4% |
| 6M | -17.5% | -31.3% | +13.8% | +2.7% |
| YTD | +25.8% | +29.1% | -3.3% | +3.5% |
| 1Y | +31.8% | +47.4% | -15.6% | +0.1% |
| All | +31.8% | +41.9% | -10.1% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling