+26.1%
KLAC vs FIX
+14.6%
+11.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.9% | +5.4% | +5.8% |
| 7D | +5.7% | +6.0% | -0.3% | +0.9% |
| 30D | -3.6% | -7.2% | +3.6% | +1.8% |
| 3M | -12.8% | -15.9% | +3.0% | +1.0% |
| 6M | +26.1% | +12.7% | +13.3% | +17.8% |
| All | +26.1% | +14.6% | +11.5% | +17.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling