+25.0%
KLAC vs FIX
+14.0%
+10.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +9.4% | -0.1% | +2.8% |
| 7D | -1.1% | -7.2% | +6.1% | +2.9% |
| 30D | -22.6% | -35.1% | +12.5% | +3.3% |
| 3M | -23.5% | -34.3% | +10.8% | 0.0% |
| 6M | -18.8% | -42.9% | +24.1% | +18.6% |
| YTD | +25.0% | +19.5% | +5.6% | +14.0% |
| All | +25.0% | +14.0% | +10.9% | +15.9% |
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