+452.1%
KLAC vs FLEX
+717.1%
-265.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.3% |
| 7D | +6.2% | +6.4% | -0.2% | +2.3% |
| 30D | -5.0% | -5.9% | +0.9% | -1.6% |
| 3M | -14.4% | -23.5% | +9.1% | +1.5% |
| 6M | +28.3% | +83.7% | -55.4% | -16.4% |
| YTD | +51.1% | +86.5% | -35.4% | -2.8% |
| 1Y | +100.4% | +100.5% | -0.1% | +21.6% |
| 3Y | +276.3% | +469.8% | -193.5% | +6.9% |
| 5Y | +452.1% | +725.7% | -273.6% | +12.0% |
| All | +452.1% | +717.1% | -265.0% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling