+26.3%
KLAC vs FE
+6.0%
+20.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.1% | +10.4% | +10.5% |
| 7D | -2.1% | -0.5% | -1.5% | -2.2% |
| 30D | -21.8% | +4.3% | -26.1% | -20.6% |
| 3M | -20.5% | +0.4% | -20.9% | -20.1% |
| 6M | -18.0% | +6.9% | -24.9% | -17.6% |
| YTD | +26.4% | +8.0% | +18.4% | +27.4% |
| 1Y | +26.3% | +4.8% | +21.5% | +27.2% |
| All | +26.3% | +6.0% | +20.2% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling