+26.2%
KLAC vs TSEM
+79.9%
-53.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.7% | +4.6% | -0.5% |
| 7D | -5.7% | -23.1% | +17.5% | +4.7% |
| 30D | -27.6% | -40.4% | +12.8% | -11.5% |
| 3M | -23.3% | -37.9% | +14.6% | -9.2% |
| 6M | -12.4% | -30.8% | +18.4% | +0.5% |
| YTD | +23.7% | +26.7% | -3.0% | +13.2% |
| 1Y | +26.2% | +80.5% | -54.3% | +3.8% |
| All | +26.2% | +79.9% | -53.7% | +3.8% |
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