+2,838.9%
KLAC vs FHN
+129.4%
+2,709.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.9% | -3.4% |
| 7D | +2.5% | -0.8% | +3.3% | +2.7% |
| 30D | -11.5% | -2.6% | -8.9% | -10.7% |
| 3M | -16.9% | +0.8% | -17.8% | -17.2% |
| 6M | +22.2% | +9.2% | +13.0% | +18.7% |
| YTD | +46.4% | +5.1% | +41.2% | +43.8% |
| 1Y | +91.0% | +12.2% | +78.8% | +82.8% |
| 3Y | +264.6% | +132.4% | +132.1% | +171.7% |
| 5Y | +430.6% | +91.1% | +339.5% | +287.1% |
| All | +2,838.9% | +129.4% | +2,709.5% | +1,776.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling