+298.6%
KLAC vs FDS
-23.2%
+321.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.3% |
| 7D | +21.2% | -2.6% | +23.8% | +21.3% |
| 30D | -14.5% | +14.1% | -28.6% | -15.5% |
| 3M | -24.4% | +19.8% | -44.2% | -25.7% |
| 6M | -12.9% | +55.0% | -67.9% | -20.3% |
| YTD | +29.9% | +15.9% | +14.0% | +31.2% |
| 1Y | +31.9% | +24.2% | +7.7% | +27.8% |
| 3Y | +201.5% | -24.0% | +225.6% | +271.5% |
| 5Y | +298.6% | -23.3% | +321.9% | +385.8% |
| All | +298.6% | -23.2% | +321.8% | +385.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling