+470.0%
KLAC vs FE
+45.0%
+425.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.6% | +7.9% | +7.4% |
| 7D | +5.7% | +1.9% | +3.8% | +5.5% |
| 30D | -3.6% | -1.2% | -2.5% | -3.5% |
| 3M | -12.8% | +3.5% | -16.3% | -13.4% |
| 6M | +26.1% | -6.1% | +32.1% | +27.1% |
| YTD | +53.3% | +7.6% | +45.7% | +51.4% |
| 1Y | +113.7% | +11.9% | +101.8% | +109.4% |
| 3Y | +274.9% | +48.4% | +226.5% | +236.5% |
| All | +470.0% | +45.0% | +425.1% | +395.5% |
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