+26.2%
KLAC vs FAST
+32.0%
-5.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.8% |
| 7D | -5.7% | +3.4% | -9.1% | -7.1% |
| 30D | -27.6% | +5.5% | -33.1% | -29.4% |
| 3M | -23.3% | +7.6% | -30.9% | -25.9% |
| 6M | -12.4% | +19.8% | -32.2% | -19.6% |
| YTD | +23.7% | +35.5% | -11.7% | +2.4% |
| 1Y | +26.2% | +31.6% | -5.4% | +6.6% |
| All | +26.2% | +32.0% | -5.8% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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