+298.6%
KLAC vs FITB
+47.5%
+251.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.8% |
| 7D | +21.2% | +0.8% | +20.3% | +20.8% |
| 30D | -14.5% | +7.3% | -21.8% | -17.4% |
| 3M | -24.4% | -6.3% | -18.1% | -21.9% |
| 6M | -12.9% | +12.6% | -25.5% | -18.2% |
| YTD | +29.9% | +18.0% | +12.0% | +18.5% |
| 1Y | +31.9% | +28.9% | +3.0% | +14.9% |
| 3Y | +201.5% | +139.4% | +62.1% | +88.7% |
| 5Y | +298.6% | +47.2% | +251.3% | +236.6% |
| All | +298.6% | +47.5% | +251.1% | +236.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling