+2,896.3%
KLAC vs FIS
-39.8%
+2,936.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -2.7% | -7.9% | +5.2% | +0.6% |
| 30D | -13.2% | -8.0% | -5.2% | -10.4% |
| 3M | -25.0% | +0.6% | -25.6% | -27.4% |
| 6M | +23.6% | -22.2% | +45.8% | +33.0% |
| YTD | +49.2% | -40.8% | +90.0% | +83.3% |
| 1Y | +89.3% | -41.5% | +130.8% | +132.7% |
| 3Y | +274.4% | -25.5% | +299.9% | +286.9% |
| 5Y | +440.9% | -64.8% | +505.7% | +738.0% |
| All | +2,896.3% | -39.8% | +2,936.1% | +3,400.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling