+2,249.0%
KLAC vs FIVE
+596.6%
+1,652.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +5.6% | +3.7% | +7.3% |
| 7D | -1.1% | +6.2% | -7.3% | -3.1% |
| 30D | -22.6% | +18.2% | -40.8% | -26.9% |
| 3M | -23.5% | +3.8% | -27.3% | -24.8% |
| 6M | -18.8% | +13.7% | -32.5% | -23.5% |
| YTD | +25.0% | +34.7% | -9.7% | +10.6% |
| 1Y | +27.5% | +66.6% | -39.1% | +4.4% |
| 3Y | +206.1% | +44.3% | +161.9% | +140.9% |
| 5Y | +281.0% | +18.8% | +262.2% | +209.9% |
| 10Y | +2,249.0% | +569.2% | +1,679.8% | +1,155.1% |
| All | +2,249.0% | +596.6% | +1,652.4% | +1,155.1% |
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