+11,808.5%
KLAC vs FE
+563.2%
+11,245.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.1% | +6.8% |
| 7D | -12.3% | 0.0% | -12.3% | -12.3% |
| 30D | -29.6% | +5.2% | -34.8% | -30.8% |
| 3M | -28.2% | 0.0% | -28.2% | -28.4% |
| 6M | -23.6% | +5.0% | -28.6% | -25.2% |
| YTD | +14.4% | +7.9% | +6.5% | +11.0% |
| 1Y | +15.4% | +6.3% | +9.1% | +12.3% |
| 3Y | +184.3% | +46.0% | +138.3% | +146.0% |
| 5Y | +248.9% | +45.6% | +203.2% | +199.2% |
| 10Y | +2,076.9% | +109.3% | +1,967.6% | +1,542.5% |
| All | +11,808.5% | +563.2% | +11,245.3% | +8,331.3% |
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