+14,389.9%
KLAC vs FIX
+12,471.5%
+1,918.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.9% | +5.4% | +6.7% |
| 7D | +5.7% | +6.0% | -0.3% | +3.9% |
| 30D | -3.6% | -7.2% | +3.6% | -1.5% |
| 3M | -12.8% | -15.9% | +3.0% | -7.3% |
| 6M | +26.1% | +12.7% | +13.3% | +22.9% |
| YTD | +53.3% | +72.8% | -19.5% | +32.2% |
| 1Y | +113.7% | +122.9% | -9.2% | +70.3% |
| 3Y | +274.9% | +774.3% | -499.4% | +96.8% |
| 5Y | +470.1% | +2,049.5% | -1,579.3% | +135.4% |
| 10Y | +2,997.0% | +5,821.5% | -2,824.4% | +856.4% |
| All | +14,389.9% | +12,471.5% | +1,918.5% | +2,398.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling