+2,249.0%
KLAC vs FIX
+4,032.2%
-1,783.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +9.4% | -0.1% | +4.6% |
| 7D | -1.1% | -7.2% | +6.1% | +2.3% |
| 30D | -22.6% | -35.1% | +12.5% | -4.7% |
| 3M | -23.5% | -34.3% | +10.8% | -6.9% |
| 6M | -18.8% | -42.9% | +24.1% | +7.0% |
| YTD | +25.0% | +19.5% | +5.6% | +16.5% |
| 1Y | +27.5% | +16.8% | +10.8% | +19.6% |
| 3Y | +206.1% | +506.7% | -300.6% | +21.4% |
| 5Y | +281.0% | +1,046.7% | -765.7% | +9.1% |
| 10Y | +2,249.0% | +3,800.0% | -1,551.0% | +304.3% |
| All | +2,249.0% | +4,032.2% | -1,783.2% | +304.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling