+113.7%
KLAC vs FANG
+43.7%
+69.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.8% | +9.2% | +6.9% |
| 7D | +5.7% | +0.8% | +4.9% | +5.9% |
| 30D | -3.6% | +7.6% | -11.2% | -2.0% |
| 3M | -12.8% | -1.3% | -11.5% | -12.2% |
| 6M | +26.1% | +14.7% | +11.4% | +30.0% |
| YTD | +53.3% | +34.8% | +18.5% | +61.3% |
| 1Y | +113.7% | +42.9% | +70.7% | +126.2% |
| All | +113.7% | +43.7% | +69.9% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling