+26.2%
KLAC vs FHN
+14.6%
+11.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -5.0% |
| 7D | -5.7% | +2.3% | -7.9% | -6.8% |
| 30D | -27.6% | +1.6% | -29.2% | -28.3% |
| 3M | -23.3% | -8.4% | -14.9% | -19.2% |
| 6M | -12.4% | -2.3% | -10.1% | -11.4% |
| YTD | +23.7% | +1.5% | +22.3% | +19.3% |
| 1Y | +26.2% | +15.0% | +11.2% | +15.3% |
| All | +26.2% | +14.6% | +11.6% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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