+113.7%
KLAC vs FERG
+0.8%
+112.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.3% | +5.0% | +5.8% |
| 7D | +5.7% | 0.0% | +5.8% | +5.8% |
| 30D | -3.6% | -10.2% | +6.6% | +2.5% |
| 3M | -12.8% | -0.6% | -12.2% | -13.1% |
| 6M | +26.1% | -6.5% | +32.6% | +29.5% |
| YTD | +53.3% | +4.2% | +49.1% | +51.1% |
| 1Y | +113.7% | -2.3% | +115.9% | +115.6% |
| All | +113.7% | +0.8% | +112.8% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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