+196.6%
KLAC vs FLUT
-45.0%
+241.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.4% | +1.0% |
| 7D | -2.1% | -1.5% | -0.6% | -1.9% |
| 30D | -21.8% | +3.4% | -25.2% | -22.4% |
| 3M | -20.5% | -12.5% | -8.1% | -19.3% |
| 6M | -18.0% | -18.5% | +0.5% | -16.9% |
| YTD | +26.4% | -61.6% | +88.0% | +62.1% |
| 1Y | +26.3% | -64.1% | +90.4% | +65.1% |
| All | +196.6% | -45.0% | +241.6% | +242.2% |
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