+252.2%
KLAC vs FIX
+933.9%
-681.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.4% | +1.2% | +3.7% |
| 7D | -12.3% | -17.5% | +5.2% | -3.2% |
| 30D | -29.6% | -41.6% | +11.9% | -6.8% |
| 3M | -28.2% | -40.6% | +12.3% | -6.4% |
| 6M | -23.6% | -49.4% | +25.8% | +9.6% |
| YTD | +14.4% | +9.2% | +5.2% | +11.8% |
| 1Y | +15.4% | +6.5% | +9.0% | +13.7% |
| 3Y | +184.3% | +448.7% | -264.4% | +3.7% |
| All | +252.2% | +933.9% | -681.7% | -22.7% |
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 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