+195.3%
KLAC vs FFIV
+95.4%
+99.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -1.8% |
| 7D | +10.0% | -0.5% | +10.5% | +10.4% |
| 30D | -14.8% | -32.4% | +17.6% | +2.0% |
| 3M | -27.2% | -25.7% | -1.5% | -18.0% |
| 6M | -17.5% | -13.5% | -4.0% | -14.4% |
| YTD | +25.8% | +21.1% | +4.7% | +5.7% |
| 1Y | +31.8% | +29.4% | +2.4% | +6.2% |
| 3Y | +195.3% | +94.9% | +100.4% | +77.1% |
| All | +195.3% | +95.4% | +99.9% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling