+286.1%
KLAC vs TSEM
+297.9%
-11.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.9% | +3.8% | -0.1% |
| 7D | +10.0% | +7.0% | +3.0% | +6.7% |
| 30D | -14.8% | -29.8% | +15.0% | -1.0% |
| 3M | -27.2% | -41.9% | +14.8% | -9.3% |
| 6M | -17.5% | -45.8% | +28.3% | +4.3% |
| YTD | +25.8% | +25.1% | +0.7% | +6.4% |
| 1Y | +31.8% | +48.2% | -16.4% | +3.0% |
| 3Y | +195.3% | +476.5% | -281.2% | +20.6% |
| All | +286.1% | +297.9% | -11.7% | +98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling