+157,276.9%
KLAC vs FHN
+1,824.4%
+155,452.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.4% | +7.3% |
| 7D | +5.7% | +1.2% | +4.6% | +5.3% |
| 30D | -3.6% | -4.7% | +1.1% | -2.1% |
| 3M | -12.8% | +3.5% | -16.4% | -13.8% |
| 6M | +26.1% | +7.8% | +18.2% | +23.1% |
| YTD | +53.3% | +5.9% | +47.4% | +50.4% |
| 1Y | +113.7% | +12.5% | +101.2% | +104.6% |
| 3Y | +274.9% | +117.2% | +157.7% | +185.9% |
| 5Y | +470.1% | +86.5% | +383.6% | +325.3% |
| 10Y | +2,997.0% | +125.7% | +2,871.3% | +1,899.6% |
| All | +157,276.9% | +1,824.4% | +155,452.5% | +34,529.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling