+26.1%
KLAC vs TER
+14.7%
+11.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.5% | +1.8% | +4.0% |
| 7D | +5.7% | +0.6% | +5.1% | +5.4% |
| 30D | -3.6% | -8.3% | +4.6% | +1.1% |
| 3M | -12.8% | -12.2% | -0.6% | -5.5% |
| 6M | +26.1% | +17.1% | +9.0% | +14.1% |
| All | +26.1% | +14.7% | +11.3% | +14.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling