+2,838.9%
KLAC vs FITB
+288.7%
+2,550.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.6% | -3.3% |
| 7D | +2.5% | -1.0% | +3.4% | +2.9% |
| 30D | -11.5% | -5.5% | -6.0% | -9.2% |
| 3M | -16.9% | +4.1% | -21.1% | -18.5% |
| 6M | +22.2% | +18.7% | +3.5% | +12.9% |
| YTD | +46.4% | +18.2% | +28.2% | +34.9% |
| 1Y | +91.0% | +23.7% | +67.3% | +71.8% |
| 3Y | +264.6% | +130.8% | +133.8% | +143.7% |
| 5Y | +430.6% | +69.8% | +360.8% | +300.4% |
| All | +2,838.9% | +288.7% | +2,550.2% | +1,424.5% |
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