+29.2%
KLAC vs FAST
+35.4%
-6.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.8% |
| 7D | -2.1% | +4.8% | -6.9% | -4.1% |
| 30D | -21.8% | +8.6% | -30.4% | -24.7% |
| 3M | -20.5% | +5.7% | -26.2% | -22.6% |
| 6M | -18.0% | +25.5% | -43.4% | -25.9% |
| YTD | +26.4% | +39.6% | -13.2% | +4.3% |
| All | +29.2% | +35.4% | -6.2% | +8.6% |
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