+9,085.6%
KLAC vs FERG
+1,335.0%
+7,750.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | +10.6% | +3.4% | +7.2% | +9.8% |
| 30D | -4.5% | -11.5% | +7.0% | -1.9% |
| 3M | -10.3% | +1.3% | -11.5% | -10.4% |
| 6M | +40.9% | -1.0% | +41.9% | +41.3% |
| YTD | +56.1% | +3.2% | +52.9% | +55.6% |
| 1Y | +109.0% | -3.0% | +112.0% | +110.6% |
| 3Y | +288.8% | +55.0% | +233.8% | +260.0% |
| 5Y | +489.1% | +72.6% | +416.5% | +433.0% |
| 10Y | +3,041.8% | +358.9% | +2,682.8% | +2,605.5% |
| All | +9,085.6% | +1,335.0% | +7,750.6% | +7,656.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling