+2,985.6%
KLAC vs FAST
+509.1%
+2,476.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.6% | +6.8% |
| 7D | +5.7% | -0.4% | +6.1% | +6.0% |
| 30D | -3.6% | -0.8% | -2.8% | -3.2% |
| 3M | -12.8% | +5.8% | -18.6% | -16.2% |
| 6M | +26.1% | +8.0% | +18.1% | +18.9% |
| YTD | +53.3% | +25.6% | +27.7% | +29.6% |
| 1Y | +113.7% | +0.8% | +112.9% | +108.0% |
| 3Y | +274.9% | +86.1% | +188.8% | +130.4% |
| 5Y | +470.1% | +100.2% | +369.9% | +231.8% |
| All | +2,985.6% | +509.1% | +2,476.5% | +952.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling