+157,277.0%
KLAC vs TER
+14,183.4%
+143,093.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.2% |
| 3M | -12.8% | -12.2% | -0.6% | -6.2% |
| 6M | +26.1% | +17.1% | +9.0% | +9.2% |
| YTD | +53.3% | +84.7% | -31.4% | -0.7% |
| 1Y | +113.7% | +199.9% | -86.2% | -0.1% |
| 3Y | +274.9% | +232.8% | +42.1% | +56.2% |
| 5Y | +470.1% | +198.6% | +271.6% | +151.9% |
| 10Y | +2,997.0% | +1,669.7% | +1,327.3% | +367.1% |
| All | +157,277.0% | +14,183.4% | +143,093.5% | +7,881.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling