+113.7%
KLAC vs FICO
-39.1%
+152.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -16.7% | +24.0% | +5.1% |
| 7D | +5.7% | -19.2% | +24.9% | +3.2% |
| 30D | -3.6% | -14.6% | +11.0% | -5.2% |
| 3M | -12.8% | -20.1% | +7.3% | -15.5% |
| 6M | +26.1% | -36.3% | +62.4% | +24.4% |
| YTD | +53.3% | -44.9% | +98.2% | +53.0% |
| 1Y | +113.7% | -38.6% | +152.3% | +113.8% |
| All | +113.7% | -39.1% | +152.7% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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