+489.1%
KLAC vs FFIV
+92.2%
+397.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +2.0% |
| 7D | +10.6% | -1.5% | +12.1% | +11.7% |
| 30D | -4.5% | -2.7% | -1.8% | -3.0% |
| 3M | -10.3% | -1.7% | -8.6% | -9.2% |
| 6M | +40.9% | +36.1% | +4.8% | +13.1% |
| YTD | +56.1% | +52.6% | +3.5% | +14.6% |
| 1Y | +109.0% | +21.5% | +87.5% | +77.9% |
| 3Y | +288.8% | +142.7% | +146.2% | +89.5% |
| 5Y | +489.1% | +92.6% | +396.6% | +244.7% |
| All | +489.1% | +92.2% | +397.0% | +244.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling