+136,426.1%
KLAC vs TER
+10,532.9%
+125,893.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.3% | -3.1% | +0.2% |
| 7D | +7.5% | +5.9% | +1.6% | +3.8% |
| 30D | -15.3% | -30.8% | +15.4% | +5.3% |
| 3M | -19.6% | -29.9% | +10.4% | -2.0% |
| 6M | -12.5% | -27.5% | +14.9% | +3.9% |
| YTD | +33.0% | +37.5% | -4.5% | +1.5% |
| 1Y | +35.9% | +50.3% | -14.3% | -2.0% |
| 3Y | +208.6% | +204.9% | +3.7% | +33.6% |
| 5Y | +309.5% | +89.2% | +220.3% | +136.2% |
| 10Y | +2,381.5% | +1,077.0% | +1,304.6% | +372.6% |
| All | +136,426.1% | +10,532.9% | +125,893.3% | +8,060.6% |
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