+97.2%
KLAC vs FLUT
-65.9%
+163.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.9% | -3.3% |
| 7D | +6.2% | -2.6% | +8.8% | +6.1% |
| 30D | -5.0% | +5.4% | -10.4% | -4.8% |
| 3M | -14.4% | -10.8% | -3.6% | -13.7% |
| 6M | +28.3% | -9.2% | +37.5% | +29.0% |
| YTD | +51.1% | -53.8% | +104.9% | +70.5% |
| All | +97.2% | -65.9% | +163.1% | +123.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling