+279.1%
KLAC vs FITB
+128.2%
+150.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.9% |
| 7D | +6.2% | -0.4% | +6.6% | +6.4% |
| 30D | -5.0% | -5.1% | +0.2% | -2.6% |
| 3M | -14.4% | +3.5% | -17.9% | -15.8% |
| 6M | +28.3% | +17.2% | +11.1% | +19.0% |
| YTD | +51.1% | +17.6% | +33.5% | +39.2% |
| 1Y | +100.4% | +23.4% | +77.0% | +80.0% |
| All | +279.1% | +128.2% | +150.9% | +178.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling