+2,323.7%
KLAC vs FDX
+152.0%
+2,171.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.8% |
| 7D | +21.2% | +0.8% | +20.4% | +20.7% |
| 30D | -14.5% | +9.9% | -24.4% | -18.6% |
| 3M | -24.4% | -1.9% | -22.5% | -24.0% |
| 6M | -12.9% | +6.1% | -19.0% | -15.8% |
| YTD | +29.9% | +38.8% | -8.9% | +9.1% |
| 1Y | +31.9% | +50.0% | -18.1% | +6.4% |
| 3Y | +201.5% | +71.0% | +130.5% | +116.1% |
| 5Y | +298.6% | +72.5% | +226.1% | +174.5% |
| All | +2,323.7% | +152.0% | +2,171.7% | +1,182.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 10y: compounded portfolio wealth divided by compounded FDX 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…
10y analysis · Full analysis span regression · 6 months rolling