+212.1%
KLAC vs FDX
+73.6%
+138.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.3% | +4.8% |
| 7D | +7.5% | -2.1% | +9.5% | +8.6% |
| 30D | -15.3% | +10.4% | -25.7% | -18.6% |
| 3M | -19.6% | +0.5% | -20.0% | -19.9% |
| 6M | -12.5% | +6.5% | -19.0% | -14.8% |
| YTD | +33.0% | +40.2% | -7.2% | +16.4% |
| 1Y | +35.9% | +52.1% | -16.2% | +15.6% |
| All | +212.1% | +73.6% | +138.5% | +147.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling