+309.5%
KLAC vs FDX
+77.4%
+232.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.3% | +4.8% |
| 7D | +7.5% | -2.1% | +9.5% | +8.8% |
| 30D | -15.3% | +10.4% | -25.7% | -19.1% |
| 3M | -19.6% | +0.5% | -20.0% | -20.0% |
| 6M | -12.5% | +6.5% | -19.0% | -15.2% |
| YTD | +33.0% | +40.2% | -7.2% | +13.2% |
| 1Y | +35.9% | +52.1% | -16.2% | +11.5% |
| 3Y | +208.6% | +72.8% | +135.8% | +126.2% |
| 5Y | +309.5% | +76.3% | +233.2% | +186.1% |
| All | +309.5% | +77.4% | +232.1% | +186.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling