+195.3%
KLAC vs F
+45.8%
+149.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.2% | -3.2% |
| 7D | +10.0% | -3.1% | +13.1% | +11.1% |
| 30D | -14.8% | 0.0% | -14.9% | -14.9% |
| 3M | -27.2% | -13.2% | -14.0% | -24.1% |
| 6M | -17.5% | -10.2% | -7.2% | -15.8% |
| YTD | +25.8% | -4.9% | +30.8% | +25.3% |
| 1Y | +31.8% | -6.1% | +37.9% | +31.8% |
| 3Y | +195.3% | +46.0% | +149.3% | +150.3% |
| All | +195.3% | +45.8% | +149.5% | +150.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling