+30,360.0%
KLAC vs FDS
+9,502.8%
+20,857.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.5% | +10.8% | +8.7% |
| 7D | +5.7% | -1.9% | +7.6% | +6.4% |
| 30D | -3.6% | +9.0% | -12.6% | -7.4% |
| 3M | -12.8% | +18.9% | -31.7% | -21.9% |
| 6M | +26.1% | +35.1% | -9.1% | +4.3% |
| YTD | +53.3% | +5.5% | +47.8% | +38.9% |
| 1Y | +113.7% | -16.8% | +130.5% | +111.0% |
| 3Y | +274.9% | -28.1% | +302.9% | +291.0% |
| 5Y | +470.1% | -17.4% | +487.6% | +457.8% |
| 10Y | +2,997.0% | +85.4% | +2,911.6% | +2,042.9% |
| All | +30,360.0% | +9,502.8% | +20,857.2% | +5,875.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling