+113.7%
KLAC vs TSEM
+259.4%
-145.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +7.8% | -0.5% | +4.0% |
| 7D | +5.7% | +6.9% | -1.2% | +2.9% |
| 30D | -3.6% | +5.3% | -8.9% | -6.3% |
| 3M | -12.8% | -14.9% | +2.1% | -8.0% |
| 6M | +26.1% | +80.0% | -54.0% | -0.4% |
| YTD | +53.3% | +89.4% | -36.0% | +17.2% |
| 1Y | +113.7% | +253.1% | -139.4% | +27.9% |
| All | +113.7% | +259.4% | -145.7% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling