+267.2%
KLAC vs FISV
-59.8%
+327.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.1% |
| 7D | +2.5% | -7.2% | +9.7% | +2.5% |
| 30D | -11.5% | -7.2% | -4.3% | -11.5% |
| 3M | -16.9% | -8.2% | -8.8% | -16.7% |
| 6M | +22.2% | -17.7% | +39.9% | +23.3% |
| YTD | +46.4% | -27.2% | +73.5% | +49.1% |
| 1Y | +91.0% | -63.0% | +154.0% | +104.8% |
| All | +267.2% | -59.8% | +327.0% | +221.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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