+2,896.3%
KLAC vs FERG
+351.3%
+2,545.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.2% | +1.7% |
| 7D | -2.7% | -2.6% | -0.1% | -1.8% |
| 30D | -13.2% | -8.9% | -4.3% | -10.4% |
| 3M | -25.0% | -2.0% | -23.0% | -24.4% |
| 6M | +23.6% | -3.2% | +26.8% | +25.0% |
| YTD | +49.2% | +1.5% | +47.7% | +49.1% |
| 1Y | +89.3% | +0.5% | +88.8% | +89.5% |
| 3Y | +274.4% | +50.4% | +223.9% | +235.8% |
| 5Y | +440.9% | +68.7% | +372.3% | +365.8% |
| All | +2,896.3% | +351.3% | +2,545.0% | +2,341.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling