+112.7%
KLAC vs FIG
-71.6%
+184.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -4.4% | +11.7% | +6.9% |
| 7D | +5.7% | -16.3% | +22.0% | +4.1% |
| 30D | -3.6% | -14.3% | +10.7% | -4.5% |
| 3M | -12.8% | +7.2% | -20.0% | -10.3% |
| 6M | +26.1% | -18.6% | +44.7% | +31.4% |
| YTD | +53.3% | -35.5% | +88.8% | +60.6% |
| 1Y | +113.7% | -55.8% | +169.5% | +125.6% |
| All | +112.7% | -71.6% | +184.4% | +115.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling