+12,660.3%
KLAC vs FLR
+603.8%
+12,056.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.3% | +9.7% | +8.0% |
| 7D | +5.7% | +5.4% | +0.3% | +4.0% |
| 30D | -3.6% | +11.4% | -15.0% | -7.1% |
| 3M | -12.8% | +11.4% | -24.2% | -15.2% |
| 6M | +26.1% | +16.6% | +9.4% | +20.2% |
| YTD | +53.3% | +41.7% | +11.6% | +38.6% |
| 1Y | +113.7% | +35.4% | +78.3% | +95.3% |
| 3Y | +274.9% | +57.3% | +217.6% | +216.6% |
| 5Y | +470.1% | +241.0% | +229.2% | +279.4% |
| 10Y | +2,997.0% | +16.6% | +2,980.4% | +2,199.4% |
| All | +12,660.3% | +603.8% | +12,056.5% | +3,611.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling