+3,589.3%
KLAC vs FCUV
-95.6%
+3,684.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -65.2% | +67.1% | +2.0% |
| 7D | +10.6% | -47.9% | +58.5% | +10.6% |
| 30D | -4.5% | +13.7% | -18.2% | -4.7% |
| 3M | -10.3% | +97.0% | -107.3% | -11.7% |
| 6M | +40.9% | -66.1% | +107.0% | +39.3% |
| YTD | +56.1% | -81.8% | +137.9% | +54.6% |
| 1Y | +109.0% | -93.3% | +202.3% | +107.7% |
| 3Y | +288.8% | -99.2% | +388.0% | +286.1% |
| 5Y | +489.1% | -99.9% | +589.0% | +485.7% |
| 10Y | +3,041.8% | -98.5% | +3,140.3% | +3,050.4% |
| All | +3,589.3% | -95.6% | +3,684.8% | +3,634.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling