+24,898.3%
KLAC vs FDS
+10,480.1%
+14,418.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.3% |
| 7D | +10.0% | +1.5% | +8.5% | +9.4% |
| 30D | -14.8% | +14.8% | -29.6% | -20.1% |
| 3M | -27.2% | +16.3% | -43.4% | -32.9% |
| 6M | -17.5% | +66.2% | -83.7% | -37.4% |
| YTD | +25.8% | +16.2% | +9.6% | +7.9% |
| 1Y | +31.8% | +21.8% | +10.0% | +10.0% |
| 3Y | +195.3% | -23.9% | +219.2% | +196.9% |
| 5Y | +285.9% | -23.1% | +309.1% | +285.9% |
| 10Y | +2,247.6% | +128.7% | +2,118.9% | +1,371.6% |
| All | +24,898.3% | +10,480.1% | +14,418.2% | +4,542.1% |
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