+489.1%
KLAC vs FAST
+108.2%
+381.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.3% | +2.1% |
| 7D | +10.6% | +1.3% | +9.3% | +9.6% |
| 30D | -4.5% | -4.7% | +0.2% | -1.5% |
| 3M | -10.3% | +7.9% | -18.2% | -14.8% |
| 6M | +40.9% | +7.4% | +33.5% | +33.5% |
| YTD | +56.1% | +25.1% | +31.0% | +32.4% |
| 1Y | +109.0% | +4.7% | +104.3% | +99.1% |
| 3Y | +288.8% | +94.7% | +194.1% | +117.4% |
| 5Y | +489.1% | +106.8% | +382.4% | +218.4% |
| All | +489.1% | +108.2% | +381.0% | +218.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling