+289.1%
KLAC vs FLUT
-48.8%
+337.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.4% | +0.9% |
| 7D | -2.1% | -1.5% | -0.6% | -1.8% |
| 30D | -21.8% | +3.4% | -25.2% | -22.7% |
| 3M | -20.5% | -12.5% | -8.1% | -19.1% |
| 6M | -18.0% | -18.5% | +0.5% | -16.5% |
| YTD | +26.4% | -61.6% | +88.0% | +59.0% |
| 1Y | +26.3% | -64.1% | +90.4% | +61.6% |
| 3Y | +193.3% | -44.5% | +237.7% | +223.4% |
| All | +289.1% | -48.8% | +337.9% | +298.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling