+27,251.0%
KLAC vs FLEX
+5,119.6%
+22,131.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.9% | -1.4% |
| 7D | +10.0% | +7.5% | +2.5% | +6.7% |
| 30D | -14.8% | -25.3% | +10.5% | -3.8% |
| 3M | -27.2% | -39.7% | +12.5% | -10.4% |
| 6M | -17.5% | -47.9% | +30.4% | +9.4% |
| YTD | +25.8% | +24.1% | +1.7% | +11.9% |
| 1Y | +31.8% | +26.0% | +5.9% | +16.2% |
| 3Y | +195.3% | +282.7% | -87.4% | +62.3% |
| 5Y | +285.9% | +424.2% | -138.3% | +86.8% |
| 10Y | +2,247.6% | +613.8% | +1,633.8% | +808.8% |
| All | +27,251.0% | +5,119.6% | +22,131.4% | +4,770.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling