+2,247.0%
KLAC vs FITB
+212.2%
+2,034.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.7% |
| 7D | +10.0% | +2.8% | +7.2% | +8.7% |
| 30D | -14.8% | +9.8% | -24.6% | -18.4% |
| 3M | -27.2% | -5.2% | -22.0% | -25.5% |
| 6M | -17.5% | +17.3% | -34.8% | -23.4% |
| YTD | +25.8% | +19.3% | +6.5% | +15.3% |
| 1Y | +31.8% | +32.7% | -0.9% | +14.9% |
| 3Y | +195.3% | +141.6% | +53.7% | +93.6% |
| 5Y | +285.9% | +48.9% | +237.1% | +208.0% |
| All | +2,247.0% | +212.2% | +2,034.8% | +1,184.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling