+128,260.6%
KLAC vs F
+533.3%
+127,727.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.6% | +8.7% | +9.1% |
| 7D | -1.1% | -0.6% | -0.5% | -0.9% |
| 30D | -22.6% | +2.9% | -25.5% | -23.4% |
| 3M | -23.5% | -9.5% | -14.0% | -21.3% |
| 6M | -18.8% | +4.0% | -22.8% | -21.1% |
| YTD | +25.0% | -1.3% | +26.3% | +24.0% |
| 1Y | +27.5% | -1.9% | +29.5% | +26.7% |
| 3Y | +206.1% | +53.5% | +152.7% | +151.4% |
| 5Y | +281.0% | -15.1% | +296.2% | +274.8% |
| 10Y | +2,249.0% | +81.0% | +2,168.0% | +1,567.7% |
| All | +128,260.6% | +533.3% | +127,727.3% | +42,055.2% |
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