+2,838.9%
KLAC vs FDS
+66.9%
+2,772.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.8% | +2.7% | -0.9% |
| 7D | +2.5% | -16.0% | +18.4% | +9.2% |
| 30D | -11.5% | -6.7% | -4.8% | -9.8% |
| 3M | -16.9% | +6.0% | -22.9% | -22.0% |
| 6M | +22.2% | +25.1% | -2.9% | +2.2% |
| YTD | +46.4% | -8.1% | +54.5% | +42.6% |
| 1Y | +91.0% | -26.0% | +117.0% | +107.8% |
| 3Y | +264.6% | -36.4% | +301.0% | +326.9% |
| 5Y | +430.6% | -27.7% | +458.3% | +459.2% |
| All | +2,838.9% | +66.9% | +2,772.1% | +1,725.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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