+113.7%
KLAC vs FIVE
+66.7%
+47.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.1% | +2.2% | +5.6% |
| 7D | +5.7% | +4.3% | +1.5% | +4.3% |
| 30D | -3.6% | +12.5% | -16.1% | -7.7% |
| 3M | -12.8% | +31.2% | -44.0% | -20.9% |
| 6M | +26.1% | +14.4% | +11.7% | +18.8% |
| YTD | +53.3% | +33.9% | +19.4% | +33.7% |
| 1Y | +113.7% | +65.1% | +48.6% | +68.2% |
| All | +113.7% | +66.7% | +47.0% | +68.2% |
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