+267.2%
KLAC vs FERG
+50.8%
+216.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.5% |
| 7D | +2.5% | -1.0% | +3.5% | +3.2% |
| 30D | -11.5% | -11.8% | +0.3% | -4.7% |
| 3M | -16.9% | -1.2% | -15.7% | -16.4% |
| 6M | +22.2% | -2.3% | +24.5% | +23.3% |
| YTD | +46.4% | +0.8% | +45.6% | +45.9% |
| 1Y | +91.0% | +0.5% | +90.5% | +89.5% |
| All | +267.2% | +50.8% | +216.4% | +192.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling