+2,838.9%
KLAC vs FFIV
+238.2%
+2,600.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.1% |
| 7D | +2.5% | +1.6% | +0.8% | +1.2% |
| 30D | -11.5% | -3.7% | -7.8% | -9.6% |
| 3M | -16.9% | +2.0% | -18.9% | -18.0% |
| 6M | +22.2% | +39.3% | -17.0% | -2.1% |
| YTD | +46.4% | +56.1% | -9.7% | +8.2% |
| 1Y | +91.0% | +22.0% | +69.0% | +63.4% |
| 3Y | +264.6% | +148.2% | +116.4% | +92.0% |
| 5Y | +430.6% | +96.3% | +334.3% | +222.2% |
| All | +2,838.9% | +238.2% | +2,600.8% | +1,280.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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