+109.0%
KLAC vs FIX
+132.0%
-23.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.5% | +0.3% |
| 7D | +10.6% | +6.1% | +4.5% | +6.4% |
| 30D | -4.5% | -2.7% | -1.8% | -3.1% |
| 3M | -10.3% | -10.9% | +0.7% | -2.2% |
| 6M | +40.9% | +29.0% | +11.9% | +25.1% |
| YTD | +56.1% | +76.9% | -20.8% | +19.9% |
| 1Y | +109.0% | +130.7% | -21.7% | +42.4% |
| All | +109.0% | +132.0% | -23.0% | +42.4% |
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