+2,247.0%
KLAC vs FLUT
-26.8%
+2,273.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.1% | -3.0% |
| 7D | +10.0% | -0.7% | +10.7% | +10.1% |
| 30D | -14.8% | +9.3% | -24.1% | -16.2% |
| 3M | -27.2% | -17.5% | -9.7% | -25.6% |
| 6M | -17.5% | -14.6% | -2.8% | -17.1% |
| YTD | +25.8% | -62.3% | +88.1% | +45.2% |
| 1Y | +31.8% | -59.6% | +91.5% | +50.2% |
| 3Y | +195.3% | -45.3% | +240.6% | +219.8% |
| 5Y | +285.9% | -50.4% | +336.4% | +304.9% |
| All | +2,247.0% | -26.8% | +2,273.8% | +2,515.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 10y: compounded portfolio wealth divided by compounded FLUT 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…
10y analysis · Full analysis span regression · 6 months rolling