+288.8%
KLAC vs FLUT
-42.5%
+331.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | +10.6% | +3.8% | +6.8% | +9.8% |
| 30D | -4.5% | +6.3% | -10.8% | -5.9% |
| 3M | -10.3% | -4.0% | -6.2% | -10.8% |
| 6M | +40.9% | -10.3% | +51.2% | +42.0% |
| YTD | +56.1% | -53.2% | +109.3% | +90.3% |
| 1Y | +109.0% | -65.0% | +174.1% | +178.0% |
| 3Y | +288.8% | -43.9% | +332.7% | +328.3% |
| All | +288.8% | -42.5% | +331.3% | +328.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling