+157,277.0%
KLAC vs F
+639.5%
+156,637.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.5% | +5.9% | +6.8% |
| 7D | +5.7% | +5.3% | +0.4% | +3.9% |
| 30D | -3.6% | +4.6% | -8.2% | -5.3% |
| 3M | -12.8% | -3.7% | -9.1% | -11.8% |
| 6M | +26.1% | +16.8% | +9.2% | +18.4% |
| YTD | +53.3% | +15.3% | +38.0% | +44.5% |
| 1Y | +113.7% | +31.0% | +82.7% | +91.9% |
| 3Y | +274.9% | +45.4% | +229.4% | +213.3% |
| 5Y | +470.1% | +54.7% | +415.5% | +357.2% |
| 10Y | +2,997.0% | +98.2% | +2,898.8% | +2,034.4% |
| All | +157,277.0% | +639.5% | +156,637.4% | +49,058.1% |
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