+109.0%
KLAC vs F
+24.7%
+84.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.2% | +6.1% | +3.5% |
| 7D | +10.6% | +1.2% | +9.4% | +10.0% |
| 30D | -4.5% | +1.2% | -5.7% | -5.3% |
| 3M | -10.3% | -5.7% | -4.6% | -8.8% |
| 6M | +40.9% | +17.9% | +22.9% | +26.8% |
| YTD | +56.1% | +10.4% | +45.7% | +44.3% |
| 1Y | +109.0% | +25.3% | +83.7% | +89.4% |
| All | +109.0% | +24.7% | +84.3% | +89.4% |
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