+5,045.6%
KLAC vs FIVE
+873.2%
+4,172.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -2.1% | +7.3% | -9.4% | -4.0% |
| 30D | -21.8% | +18.1% | -39.8% | -25.5% |
| 3M | -20.5% | +7.7% | -28.2% | -22.5% |
| 6M | -18.0% | +13.6% | -31.6% | -21.8% |
| YTD | +26.4% | +34.6% | -8.2% | +14.2% |
| 1Y | +26.3% | +66.2% | -40.0% | +7.0% |
| 3Y | +193.3% | +43.5% | +149.8% | +140.5% |
| 5Y | +297.2% | +20.7% | +276.6% | +232.4% |
| 10Y | +2,288.0% | +541.5% | +1,746.5% | +1,303.1% |
| All | +5,045.6% | +873.2% | +4,172.4% | +2,701.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling