+2,323.7%
KLAC vs FICO
+524.6%
+1,799.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.8% |
| 7D | +21.2% | +1.4% | +19.8% | +20.7% |
| 30D | -14.5% | -0.8% | -13.7% | -15.1% |
| 3M | -24.4% | -31.3% | +6.9% | -18.2% |
| 6M | -12.9% | -33.9% | +21.0% | -8.9% |
| YTD | +29.9% | -57.6% | +87.5% | +62.3% |
| 1Y | +31.9% | -59.7% | +91.6% | +68.5% |
| 3Y | +201.5% | -28.0% | +229.6% | +154.1% |
| 5Y | +298.6% | +91.0% | +207.6% | +76.3% |
| All | +2,323.7% | +524.6% | +1,799.2% | +396.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling