+2,288.0%
KLAC vs F
+77.5%
+2,210.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.9% |
| 7D | -2.1% | -0.2% | -1.8% | -2.0% |
| 30D | -21.8% | +0.9% | -22.7% | -22.2% |
| 3M | -20.5% | -11.3% | -9.2% | -17.1% |
| 6M | -18.0% | +2.0% | -20.0% | -20.3% |
| YTD | +26.4% | -3.2% | +29.5% | +25.6% |
| 1Y | +26.3% | -3.5% | +29.7% | +25.6% |
| 3Y | +193.3% | +48.1% | +145.2% | +131.0% |
| 5Y | +297.2% | -13.5% | +310.7% | +278.5% |
| 10Y | +2,288.0% | +72.2% | +2,215.8% | +1,289.6% |
| All | +2,288.0% | +77.5% | +2,210.5% | +1,289.6% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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