+100.4%
KLAC vs FFIV
+26.5%
+73.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.9% | -7.1% | -4.9% |
| 7D | +6.2% | +3.5% | +2.7% | +4.5% |
| 30D | -5.0% | -1.3% | -3.7% | -4.5% |
| 3M | -14.4% | +2.4% | -16.8% | -14.8% |
| 6M | +28.3% | +41.8% | -13.5% | +16.2% |
| YTD | +51.1% | +58.5% | -7.4% | +32.8% |
| 1Y | +100.4% | +24.3% | +76.0% | +79.9% |
| All | +100.4% | +26.5% | +73.9% | +79.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling