+2,986.0%
KLAC vs FIVE
+486.0%
+2,500.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -2.3% |
| 7D | +6.2% | +1.7% | +4.5% | +5.6% |
| 30D | -5.0% | +5.0% | -10.0% | -6.8% |
| 3M | -14.4% | +29.5% | -43.9% | -22.2% |
| 6M | +28.3% | +12.4% | +15.9% | +21.2% |
| YTD | +51.1% | +31.2% | +19.9% | +35.1% |
| 1Y | +100.4% | +72.9% | +27.5% | +62.1% |
| 3Y | +276.3% | +53.0% | +223.3% | +189.1% |
| 5Y | +452.1% | +34.2% | +417.9% | +329.8% |
| 10Y | +2,986.0% | +497.6% | +2,488.3% | +1,574.2% |
| All | +2,986.0% | +486.0% | +2,500.0% | +1,574.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling