+29.2%
KLAC vs FICO
-58.4%
+87.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.2% |
| 7D | -2.1% | +0.9% | -2.9% | -1.9% |
| 30D | -21.8% | +9.4% | -31.2% | -20.3% |
| 3M | -20.5% | -30.4% | +9.9% | -24.5% |
| 6M | -18.0% | -35.1% | +17.2% | -24.0% |
| YTD | +26.4% | -56.8% | +83.2% | +24.9% |
| All | +29.2% | -58.4% | +87.5% | +28.6% |
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