+26.2%
KLAC vs FIG
-52.3%
+78.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.2% | -9.3% | -3.3% |
| 7D | -5.7% | -4.7% | -1.0% | -6.2% |
| 30D | -27.6% | +0.5% | -28.1% | -27.3% |
| 3M | -23.3% | -18.4% | -4.9% | -24.6% |
| 6M | -12.4% | +10.9% | -23.2% | -8.8% |
| YTD | +23.7% | -40.8% | +64.5% | +40.5% |
| 1Y | +26.2% | -51.7% | +77.9% | +53.9% |
| All | +26.2% | -52.3% | +78.4% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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