+22.2%
KLAC vs FANG
+14.5%
+7.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -2.7% |
| 7D | +2.5% | +1.2% | +1.2% | +2.9% |
| 30D | -11.5% | +2.4% | -13.9% | -10.7% |
| 3M | -16.9% | +5.1% | -22.0% | -14.3% |
| 6M | +22.2% | +16.4% | +5.8% | +36.6% |
| All | +22.2% | +14.5% | +7.7% | +36.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling