+489.1%
KLAC vs FDS
-20.4%
+509.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.1% | +2.2% |
| 7D | +10.6% | -5.4% | +16.0% | +11.1% |
| 30D | -4.5% | +1.6% | -6.1% | -4.8% |
| 3M | -10.3% | +17.7% | -28.0% | -12.8% |
| 6M | +40.9% | +29.1% | +11.8% | +31.5% |
| YTD | +56.1% | +1.0% | +55.1% | +59.3% |
| 1Y | +109.0% | -21.6% | +130.6% | +140.3% |
| 3Y | +288.8% | -30.1% | +318.9% | +363.8% |
| 5Y | +489.1% | -20.7% | +509.9% | +684.3% |
| All | +489.1% | -20.4% | +509.6% | +684.3% |
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 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