+129,057.6%
KLAC vs FDX
+4,272.5%
+124,785.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.8% |
| 7D | +10.0% | +5.2% | +4.8% | +7.7% |
| 30D | -14.8% | +11.3% | -26.1% | -18.8% |
| 3M | -27.2% | -4.1% | -23.1% | -26.1% |
| 6M | -17.5% | +9.6% | -27.1% | -20.9% |
| YTD | +25.8% | +40.9% | -15.1% | +7.6% |
| 1Y | +31.8% | +53.0% | -21.2% | +8.7% |
| 3Y | +195.3% | +74.1% | +121.2% | +122.2% |
| 5Y | +285.9% | +75.1% | +210.8% | +182.8% |
| 10Y | +2,247.6% | +156.9% | +2,090.7% | +1,289.2% |
| All | +129,057.6% | +4,272.5% | +124,785.1% | +26,096.9% |
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 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