+2,896.3%
KLAC vs FLEX
+1,128.1%
+1,768.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.2% | -5.2% | -1.9% |
| 7D | -2.7% | +5.7% | -8.4% | -5.7% |
| 30D | -13.2% | -7.0% | -6.1% | -9.9% |
| 3M | -25.0% | -23.8% | -1.2% | -12.6% |
| 6M | +23.6% | +82.6% | -59.0% | -13.8% |
| YTD | +49.2% | +91.6% | -42.4% | +1.2% |
| 1Y | +89.3% | +100.6% | -11.2% | +24.6% |
| 3Y | +274.4% | +479.8% | -205.4% | +36.3% |
| 5Y | +440.9% | +746.5% | -305.6% | +60.8% |
| All | +2,896.3% | +1,128.1% | +1,768.2% | +589.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling