+117,330.7%
KLAC vs F
+529.3%
+116,801.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.7% | +7.4% | +6.9% |
| 7D | -12.3% | +1.6% | -13.8% | -12.9% |
| 30D | -29.6% | +2.6% | -32.3% | -30.4% |
| 3M | -28.2% | -8.8% | -19.4% | -26.3% |
| 6M | -23.6% | +4.6% | -28.2% | -25.8% |
| YTD | +14.4% | -1.9% | +16.3% | +13.6% |
| 1Y | +15.4% | -0.8% | +16.2% | +14.1% |
| 3Y | +184.3% | +43.5% | +140.8% | +138.9% |
| 5Y | +248.9% | -12.1% | +260.9% | +238.9% |
| 10Y | +2,076.9% | +83.6% | +1,993.3% | +1,438.1% |
| All | +117,330.7% | +529.3% | +116,801.4% | +38,544.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling