+2,896.3%
KLAC vs TSEM
+1,313.0%
+1,583.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.1% |
| 7D | -2.7% | -4.9% | +2.2% | -0.2% |
| 30D | -13.2% | -18.7% | +5.6% | -4.0% |
| 3M | -25.0% | -18.1% | -6.9% | -18.7% |
| 6M | +23.6% | +77.1% | -53.5% | -14.0% |
| YTD | +49.2% | +80.1% | -30.9% | +1.3% |
| 1Y | +89.3% | +220.4% | -131.1% | -7.0% |
| 3Y | +274.4% | +650.1% | -375.7% | +9.1% |
| 5Y | +440.9% | +628.9% | -187.9% | +51.8% |
| All | +2,896.3% | +1,313.0% | +1,583.4% | +482.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling