+309.5%
KLAC vs FICO
+88.0%
+221.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.5% | +5.3% |
| 7D | +7.5% | +4.0% | +3.5% | +6.8% |
| 30D | -15.3% | -1.5% | -13.8% | -15.5% |
| 3M | -19.6% | -29.8% | +10.2% | -16.3% |
| 6M | -12.5% | -33.3% | +20.7% | -11.0% |
| YTD | +33.0% | -56.9% | +89.9% | +54.3% |
| 1Y | +35.9% | -59.5% | +95.4% | +61.1% |
| 3Y | +208.6% | -26.9% | +235.5% | +162.8% |
| 5Y | +309.5% | +92.9% | +216.6% | +132.9% |
| All | +309.5% | +88.0% | +221.5% | +132.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling