+489.1%
KLAC vs FDX
+63.0%
+426.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +3.0% |
| 7D | +10.6% | -3.3% | +13.9% | +12.2% |
| 30D | -4.5% | -1.4% | -3.1% | -4.1% |
| 3M | -10.3% | -4.5% | -5.7% | -8.3% |
| 6M | +40.9% | +9.4% | +31.5% | +34.8% |
| YTD | +56.1% | +36.0% | +20.1% | +35.5% |
| 1Y | +109.0% | +75.5% | +33.5% | +61.8% |
| 3Y | +288.8% | +62.8% | +226.0% | +196.0% |
| 5Y | +489.1% | +64.4% | +424.7% | +313.9% |
| All | +489.1% | +63.0% | +426.1% | +313.9% |
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