+26.2%
KLAC vs FIVE
+63.3%
-37.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.7% | -10.8% | -5.9% |
| 7D | -5.7% | +7.5% | -13.1% | -7.5% |
| 30D | -27.6% | +16.7% | -44.3% | -30.6% |
| 3M | -23.3% | +13.4% | -36.6% | -26.2% |
| 6M | -12.4% | +9.0% | -21.4% | -14.4% |
| YTD | +23.7% | +33.8% | -10.1% | +11.0% |
| 1Y | +26.2% | +61.2% | -35.0% | +6.9% |
| All | +26.2% | +63.3% | -37.1% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling