+281.0%
KLAC vs TER
+73.2%
+207.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +12.7% | -3.4% | +1.2% |
| 7D | -1.1% | -5.8% | +4.6% | +2.6% |
| 30D | -22.6% | -38.9% | +16.3% | +5.0% |
| 3M | -23.5% | -35.1% | +11.6% | -1.5% |
| 6M | -18.8% | -31.6% | +12.8% | +0.8% |
| YTD | +25.0% | +27.2% | -2.2% | -2.3% |
| 1Y | +27.5% | +35.2% | -7.7% | -4.7% |
| 3Y | +206.1% | +192.8% | +13.3% | +16.5% |
| 5Y | +281.0% | +72.4% | +208.6% | +104.1% |
| All | +281.0% | +73.2% | +207.8% | +104.1% |
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 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