+26.2%
KLAC vs FIGR
-41.8%
+68.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.2% | -8.3% | -4.8% |
| 7D | -5.7% | -1.3% | -4.3% | -5.4% |
| 30D | -27.6% | -17.6% | -10.0% | -25.3% |
| 3M | -23.3% | -16.7% | -6.6% | -21.8% |
| 6M | -12.4% | -36.1% | +23.8% | -7.5% |
| YTD | +23.7% | -43.6% | +67.4% | +30.1% |
| 1Y | +26.2% | -39.8% | +66.0% | +31.6% |
| All | +26.2% | -41.8% | +68.0% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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