+6,489.2%
KLAC vs FANG
+1,412.9%
+5,076.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | -2.7% | +2.9% | -5.6% | -3.2% |
| 30D | -13.2% | +2.6% | -15.8% | -13.7% |
| 3M | -25.0% | +7.6% | -32.6% | -26.5% |
| 6M | +23.6% | +17.3% | +6.3% | +18.3% |
| YTD | +49.2% | +38.7% | +10.5% | +37.5% |
| 1Y | +89.3% | +51.6% | +37.7% | +70.6% |
| 3Y | +274.4% | +50.0% | +224.4% | +235.7% |
| 5Y | +440.9% | +237.6% | +203.4% | +309.6% |
| 10Y | +2,947.7% | +180.7% | +2,767.0% | +1,964.5% |
| All | +6,489.2% | +1,412.9% | +5,076.3% | +3,127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling