+193.3%
KLAC vs FICO
-24.1%
+217.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.0% |
| 7D | -2.1% | +0.9% | -2.9% | -2.1% |
| 30D | -21.8% | +9.4% | -31.2% | -22.3% |
| 3M | -20.5% | -30.4% | +9.9% | -19.5% |
| 6M | -18.0% | -35.1% | +17.2% | -18.3% |
| YTD | +26.4% | -56.8% | +83.2% | +38.2% |
| 1Y | +26.3% | -58.4% | +84.7% | +39.4% |
| 3Y | +193.3% | -26.7% | +220.0% | +128.1% |
| All | +193.3% | -24.1% | +217.4% | +128.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling