+2,247.0%
KLAC vs FIS
-53.2%
+2,300.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.2% | -7.3% | -4.8% |
| 7D | +10.0% | +2.8% | +7.2% | +8.6% |
| 30D | -14.8% | -16.7% | +1.9% | -10.7% |
| 3M | -27.2% | -32.3% | +5.1% | -17.2% |
| 6M | -17.5% | -29.1% | +11.6% | -10.6% |
| YTD | +25.8% | -54.1% | +80.0% | +66.7% |
| 1Y | +31.8% | -53.7% | +85.5% | +73.7% |
| 3Y | +195.3% | -38.8% | +234.1% | +219.2% |
| 5Y | +285.9% | -71.1% | +357.0% | +523.8% |
| All | +2,247.0% | -53.2% | +2,300.1% | +2,611.0% |
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