+157,277.0%
KLAC vs FDX
+4,233.7%
+153,043.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.6% | +7.9% | +7.6% |
| 7D | +5.7% | -2.5% | +8.3% | +6.9% |
| 30D | -3.6% | +3.8% | -7.4% | -5.3% |
| 3M | -12.8% | -1.3% | -11.5% | -12.2% |
| 6M | +26.1% | +5.0% | +21.0% | +23.2% |
| YTD | +53.3% | +39.6% | +13.7% | +32.0% |
| 1Y | +113.7% | +81.1% | +32.5% | +64.0% |
| 3Y | +274.9% | +63.0% | +211.8% | +190.8% |
| 5Y | +470.1% | +65.6% | +404.5% | +327.7% |
| 10Y | +2,997.0% | +183.4% | +2,813.7% | +1,663.9% |
| All | +157,277.0% | +4,233.7% | +153,043.3% | +32,045.2% |
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 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