+286.1%
KLAC vs FIX
+1,026.2%
-740.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.4% |
| 7D | +10.0% | +9.4% | +0.6% | +4.9% |
| 30D | -14.8% | -27.8% | +13.0% | +0.8% |
| 3M | -27.2% | -35.6% | +8.4% | -9.0% |
| 6M | -17.5% | -45.2% | +27.8% | +13.5% |
| YTD | +25.8% | +19.5% | +6.3% | +17.2% |
| 1Y | +31.8% | +24.2% | +7.6% | +20.2% |
| 3Y | +195.3% | +494.2% | -298.9% | +3.5% |
| All | +286.1% | +1,026.2% | -740.1% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling