+489.1%
KLAC vs TER
+216.0%
+273.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.4% | -0.9% |
| 7D | +10.6% | +11.0% | -0.4% | +3.6% |
| 30D | -4.5% | -1.9% | -2.6% | -3.8% |
| 3M | -10.3% | -0.7% | -9.6% | -10.5% |
| 6M | +40.9% | +36.4% | +4.5% | +10.2% |
| YTD | +56.1% | +92.4% | -36.3% | -4.3% |
| 1Y | +109.0% | +213.5% | -104.5% | -10.7% |
| 3Y | +288.8% | +277.2% | +11.6% | +33.4% |
| 5Y | +489.1% | +219.1% | +270.0% | +133.9% |
| All | +489.1% | +216.0% | +273.1% | +133.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling