+291.6%
KLAC vs FLEX
+473.9%
-182.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.4% | -2.6% | -0.7% |
| 7D | +10.6% | +7.0% | +3.6% | +6.4% |
| 30D | -4.5% | -5.8% | +1.3% | -1.3% |
| 3M | -10.3% | -24.2% | +14.0% | +5.7% |
| 6M | +40.9% | +90.8% | -49.9% | -6.2% |
| YTD | +56.1% | +89.2% | -33.1% | +4.2% |
| 1Y | +109.0% | +104.7% | +4.3% | +31.7% |
| All | +291.6% | +473.9% | -182.3% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling