+282.3%
KLAC vs F
+47.7%
+234.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.5% | +5.9% | +6.9% |
| 7D | +5.7% | +5.3% | +0.4% | +4.0% |
| 30D | -3.6% | +4.6% | -8.2% | -5.2% |
| 3M | -12.8% | -3.7% | -9.1% | -12.0% |
| 6M | +26.1% | +16.8% | +9.2% | +18.2% |
| YTD | +53.3% | +15.3% | +38.0% | +44.3% |
| 1Y | +113.7% | +31.0% | +82.7% | +93.4% |
| All | +282.3% | +47.7% | +234.6% | +215.9% |
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