+433.3%
KLAC vs FLR
+238.1%
+195.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.7% | +1.5% |
| 7D | -2.7% | -3.5% | +0.8% | -1.3% |
| 30D | -13.2% | +4.2% | -17.3% | -14.7% |
| 3M | -25.0% | +8.1% | -33.1% | -27.3% |
| 6M | +23.6% | +21.5% | +2.1% | +14.2% |
| YTD | +49.2% | +36.8% | +12.5% | +32.5% |
| 1Y | +89.3% | +31.2% | +58.1% | +70.1% |
| 3Y | +274.4% | +53.9% | +220.5% | +197.9% |
| All | +433.3% | +238.1% | +195.2% | +232.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling