+6,345.2%
KLAC vs FIS
+374.5%
+5,970.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.9% | +8.2% | +7.7% |
| 7D | +5.7% | +1.1% | +4.6% | +5.2% |
| 30D | -3.6% | -2.2% | -1.4% | -3.0% |
| 3M | -12.8% | +2.1% | -15.0% | -15.9% |
| 6M | +26.1% | -14.7% | +40.7% | +29.9% |
| YTD | +53.3% | -35.7% | +89.0% | +79.7% |
| 1Y | +113.7% | -37.1% | +150.7% | +151.6% |
| 3Y | +274.9% | -20.0% | +294.9% | +281.3% |
| 5Y | +470.1% | -62.1% | +532.3% | +691.4% |
| 10Y | +2,997.0% | -37.4% | +3,034.4% | +3,313.5% |
| All | +6,345.2% | +374.5% | +5,970.7% | +2,753.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling