+2,896.3%
KLAC vs FCUV
-98.6%
+2,994.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.3% | +1.9% |
| 7D | -2.7% | -66.5% | +63.8% | -2.5% |
| 30D | -13.2% | +5.0% | -18.1% | -13.4% |
| 3M | -25.0% | +63.8% | -88.8% | -26.3% |
| 6M | +23.6% | -67.8% | +91.4% | +22.1% |
| YTD | +49.2% | -82.4% | +131.6% | +47.6% |
| 1Y | +89.3% | -94.7% | +184.1% | +88.1% |
| 3Y | +274.4% | -99.3% | +373.6% | +271.5% |
| 5Y | +440.9% | -99.9% | +540.8% | +437.6% |
| All | +2,896.3% | -98.6% | +2,994.9% | +2,771.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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