+15,859.3%
KLAC vs FE
+561.4%
+15,297.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.6% | +7.9% | +7.5% |
| 7D | +5.7% | +1.9% | +3.8% | +5.1% |
| 30D | -3.6% | -1.2% | -2.5% | -3.3% |
| 3M | -12.8% | +3.5% | -16.3% | -14.1% |
| 6M | +26.1% | -6.1% | +32.1% | +27.8% |
| YTD | +53.3% | +7.6% | +45.7% | +49.1% |
| 1Y | +113.7% | +11.9% | +101.8% | +104.9% |
| 3Y | +274.9% | +48.4% | +226.5% | +222.7% |
| 5Y | +470.1% | +44.8% | +425.4% | +390.7% |
| 10Y | +2,997.0% | +115.9% | +2,881.1% | +2,218.5% |
| All | +15,859.3% | +561.4% | +15,297.9% | +11,229.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling