+97.2%
KLAC vs FDS
-23.5%
+120.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -4.6% |
| 7D | +6.2% | -8.8% | +15.0% | +2.4% |
| 30D | -5.0% | -1.4% | -3.6% | -5.1% |
| 3M | -14.4% | +13.9% | -28.3% | -7.2% |
| 6M | +28.3% | +27.4% | +0.9% | +43.8% |
| YTD | +51.1% | -2.5% | +53.6% | +58.7% |
| All | +97.2% | -23.5% | +120.7% | +93.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling