+252.2%
KLAC vs FIVE
+14.2%
+238.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.1% | +6.8% |
| 7D | -12.3% | -0.3% | -12.0% | -12.2% |
| 30D | -29.6% | +17.7% | -47.3% | -33.4% |
| 3M | -28.2% | +4.0% | -32.2% | -29.5% |
| 6M | -23.6% | +2.6% | -26.2% | -25.2% |
| YTD | +14.4% | +27.6% | -13.2% | +3.3% |
| 1Y | +15.4% | +59.9% | -44.5% | -3.8% |
| 3Y | +184.3% | +35.8% | +148.5% | +131.0% |
| All | +252.2% | +14.2% | +238.0% | +187.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling