+286.1%
KLAC vs FLEX
+421.8%
-135.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.9% | -0.7% |
| 7D | +10.0% | +7.5% | +2.5% | +5.2% |
| 30D | -14.8% | -25.3% | +10.5% | +0.9% |
| 3M | -27.2% | -39.7% | +12.5% | -2.7% |
| 6M | -17.5% | -47.9% | +30.4% | +21.8% |
| YTD | +25.8% | +24.1% | +1.7% | +1.1% |
| 1Y | +31.8% | +26.0% | +5.9% | +4.0% |
| 3Y | +195.3% | +282.7% | -87.4% | +1.3% |
| All | +286.1% | +421.8% | -135.6% | -5.1% |
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 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