+29,035.1%
KLAC vs TSEM
+10.0%
+29,025.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +3.0% | +2.1% |
| 7D | +10.6% | +10.4% | +0.2% | +8.1% |
| 30D | -4.5% | -12.9% | +8.4% | -1.5% |
| 3M | -10.3% | -9.2% | -1.1% | -8.4% |
| 6M | +40.9% | +98.8% | -57.9% | +18.6% |
| YTD | +56.1% | +87.2% | -31.1% | +32.7% |
| 1Y | +109.0% | +239.0% | -129.9% | +54.9% |
| 3Y | +288.8% | +679.5% | -390.7% | +137.5% |
| 5Y | +489.1% | +667.3% | -178.1% | +258.4% |
| 10Y | +3,041.8% | +1,301.0% | +1,740.8% | +1,602.3% |
| All | +29,035.1% | +10.0% | +29,025.0% | +16,418.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling