+5,362.4%
KLAC vs FIS
+225.0%
+5,137.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.1% | +3.8% | +0.3% |
| 7D | +21.2% | -3.5% | +24.7% | +22.8% |
| 30D | -14.5% | -19.4% | +4.9% | -8.5% |
| 3M | -24.4% | -31.6% | +7.2% | -13.7% |
| 6M | -12.9% | -32.5% | +19.6% | -2.8% |
| YTD | +29.9% | -56.0% | +85.9% | +74.3% |
| 1Y | +31.9% | -55.5% | +87.4% | +76.0% |
| 3Y | +201.5% | -41.3% | +242.8% | +240.3% |
| 5Y | +298.6% | -72.3% | +370.8% | +515.5% |
| 10Y | +2,324.4% | -55.0% | +2,379.3% | +2,894.2% |
| All | +5,362.4% | +225.0% | +5,137.5% | +2,667.3% |
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