+195.3%
KLAC vs FICO
-27.8%
+223.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.2% |
| 7D | +10.0% | +2.2% | +7.8% | +9.9% |
| 30D | -14.8% | +0.1% | -14.9% | -15.0% |
| 3M | -27.2% | -35.2% | +8.0% | -25.7% |
| 6M | -17.5% | -32.4% | +14.9% | -18.8% |
| YTD | +25.8% | -57.4% | +83.2% | +37.8% |
| 1Y | +31.8% | -58.5% | +90.4% | +45.2% |
| 3Y | +195.3% | -28.9% | +224.2% | +129.0% |
| All | +195.3% | -27.8% | +223.1% | +129.0% |
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