+26.2%
KLAC vs FICO
-57.1%
+83.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -4.7% |
| 7D | -5.7% | +0.4% | -6.1% | -5.6% |
| 30D | -27.6% | +1.7% | -29.2% | -27.1% |
| 3M | -23.3% | -33.0% | +9.8% | -27.6% |
| 6M | -12.4% | -33.9% | +21.5% | -19.5% |
| YTD | +23.7% | -58.5% | +82.3% | +18.4% |
| 1Y | +26.2% | -56.4% | +82.5% | +20.5% |
| All | +26.2% | -57.1% | +83.3% | +20.5% |
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