+157,276.9%
KLAC vs FITB
+2,855.6%
+154,421.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.2% | +7.5% | +7.4% |
| 7D | +5.7% | +0.6% | +5.1% | +5.5% |
| 30D | -3.6% | -4.7% | +1.1% | -2.3% |
| 3M | -12.8% | +6.7% | -19.5% | -14.4% |
| 6M | +26.1% | +12.6% | +13.5% | +22.0% |
| YTD | +53.3% | +19.1% | +34.2% | +45.8% |
| 1Y | +113.7% | +22.6% | +91.0% | +101.2% |
| 3Y | +274.9% | +127.1% | +147.8% | +197.1% |
| 5Y | +470.1% | +71.8% | +398.3% | +383.1% |
| 10Y | +2,997.0% | +287.2% | +2,709.8% | +1,943.3% |
| All | +157,276.9% | +2,855.6% | +154,421.3% | +43,804.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling