+136,426.2%
KLAC vs FDX
+4,252.2%
+132,174.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.3% | +4.8% |
| 7D | +7.5% | -2.1% | +9.5% | +8.7% |
| 30D | -15.3% | +10.4% | -25.7% | -19.0% |
| 3M | -19.6% | +0.5% | -20.0% | -20.1% |
| 6M | -12.5% | +6.5% | -19.0% | -15.1% |
| YTD | +33.0% | +40.2% | -7.2% | +14.0% |
| 1Y | +35.9% | +52.1% | -16.2% | +12.4% |
| 3Y | +208.6% | +72.8% | +135.8% | +133.0% |
| 5Y | +309.5% | +76.3% | +233.2% | +199.2% |
| 10Y | +2,381.5% | +155.7% | +2,225.8% | +1,371.7% |
| All | +136,426.2% | +4,252.2% | +132,174.1% | +27,654.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling