+184.3%
KLAC vs FICO
-24.3%
+208.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.1% | +6.7% |
| 7D | -12.3% | -0.9% | -11.4% | -12.3% |
| 30D | -29.6% | +3.3% | -33.0% | -29.9% |
| 3M | -28.2% | -31.7% | +3.5% | -27.4% |
| 6M | -23.6% | -34.0% | +10.4% | -24.7% |
| YTD | +14.4% | -58.3% | +72.7% | +25.5% |
| 1Y | +15.4% | -57.9% | +73.3% | +26.0% |
| 3Y | +184.3% | -24.1% | +208.4% | +100.5% |
| All | +184.3% | -24.3% | +208.6% | +100.5% |
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 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