+288.8%
KLAC vs FDS
-30.4%
+319.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.1% | +1.2% |
| 7D | +10.6% | -5.4% | +16.0% | +9.7% |
| 30D | -4.5% | +1.6% | -6.1% | -4.1% |
| 3M | -10.3% | +17.7% | -28.0% | -7.2% |
| 6M | +40.9% | +29.1% | +11.8% | +44.9% |
| YTD | +56.1% | +1.0% | +55.1% | +67.3% |
| 1Y | +109.0% | -21.6% | +130.6% | +144.8% |
| 3Y | +288.8% | -30.1% | +318.9% | +336.2% |
| All | +288.8% | -30.4% | +319.3% | +336.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling