+279.1%
KLAC vs FIS
-26.4%
+305.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -3.2% |
| 7D | +6.2% | -9.1% | +15.3% | +6.1% |
| 30D | -5.0% | -10.4% | +5.5% | -5.0% |
| 3M | -14.4% | -3.7% | -10.7% | -15.2% |
| 6M | +28.3% | -24.8% | +53.1% | +33.0% |
| YTD | +51.1% | -41.6% | +92.7% | +68.2% |
| 1Y | +100.4% | -42.7% | +143.1% | +124.1% |
| All | +279.1% | -26.4% | +305.5% | +263.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling