+25.0%
KLAC vs FICO
-58.5%
+83.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.7% | +6.6% | +9.8% |
| 7D | -1.1% | -0.1% | -1.1% | -1.2% |
| 30D | -22.6% | +8.4% | -31.0% | -21.3% |
| 3M | -23.5% | -30.5% | +7.0% | -27.4% |
| 6M | -18.8% | -35.7% | +16.9% | -24.9% |
| YTD | +25.0% | -57.2% | +82.2% | +21.8% |
| All | +25.0% | -58.5% | +83.5% | +21.9% |
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 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