+433.3%
KLAC vs FISV
-53.5%
+486.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.4% | -3.5% | +1.1% |
| 7D | -2.7% | -2.7% | 0.0% | -2.3% |
| 30D | -13.2% | 0.0% | -13.2% | -13.3% |
| 3M | -25.0% | -2.8% | -22.2% | -25.3% |
| 6M | +23.6% | -11.8% | +35.4% | +25.0% |
| YTD | +49.2% | -23.2% | +72.4% | +55.4% |
| 1Y | +89.3% | -62.0% | +151.3% | +126.9% |
| 3Y | +274.4% | -57.6% | +332.0% | +272.2% |
| All | +433.3% | -53.5% | +486.8% | +366.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling