+31.8%
KLAC vs F
-6.9%
+38.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.2% | -3.2% |
| 7D | +10.0% | -3.1% | +13.1% | +11.3% |
| 30D | -14.8% | 0.0% | -14.9% | -15.0% |
| 3M | -27.2% | -13.2% | -14.0% | -23.5% |
| 6M | -17.5% | -10.2% | -7.2% | -17.0% |
| YTD | +25.8% | -4.9% | +30.8% | +19.0% |
| 1Y | +31.8% | -6.1% | +37.9% | +25.8% |
| All | +31.8% | -6.9% | +38.7% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling