+26.2%
KLAC vs FIX
+14.3%
+11.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -15.1% | +11.0% | +6.0% |
| 7D | -5.7% | -18.9% | +13.3% | +7.4% |
| 30D | -27.6% | -36.3% | +8.7% | -3.1% |
| 3M | -23.3% | -38.5% | +15.2% | +4.9% |
| 6M | -12.4% | -42.3% | +29.9% | +27.0% |
| YTD | +23.7% | +17.1% | +6.6% | +13.6% |
| 1Y | +26.2% | +14.4% | +11.8% | +16.7% |
| All | +26.2% | +14.3% | +11.9% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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