+248.6%
KLAC vs FE
+47.5%
+201.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.1% | +6.7% |
| 7D | -12.3% | 0.0% | -12.3% | -12.3% |
| 30D | -29.6% | +5.2% | -34.8% | -29.9% |
| 3M | -28.2% | 0.0% | -28.2% | -28.2% |
| 6M | -23.6% | +5.0% | -28.6% | -24.2% |
| YTD | +14.4% | +7.9% | +6.5% | +13.1% |
| 1Y | +15.4% | +6.3% | +9.1% | +14.3% |
| 3Y | +184.3% | +46.0% | +138.3% | +158.9% |
| All | +248.6% | +47.5% | +201.1% | +222.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling