+89.3%
KLAC vs FLR
+31.4%
+57.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.7% | +1.3% |
| 7D | -2.7% | -3.5% | +0.8% | -0.7% |
| 30D | -13.2% | +4.2% | -17.3% | -15.5% |
| 3M | -25.0% | +8.1% | -33.1% | -28.5% |
| 6M | +23.6% | +21.5% | +2.1% | +7.7% |
| YTD | +49.2% | +36.8% | +12.5% | +21.4% |
| 1Y | +89.3% | +31.2% | +58.1% | +53.2% |
| All | +89.3% | +31.4% | +57.9% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling