+10,742.6%
KLAC vs FLUT
+1,675.5%
+9,067.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.4% | +1.0% |
| 7D | -2.1% | -1.5% | -0.6% | -2.0% |
| 30D | -21.8% | +3.4% | -25.2% | -22.0% |
| 3M | -20.5% | -12.5% | -8.1% | -20.1% |
| 6M | -18.0% | -18.5% | +0.5% | -17.5% |
| YTD | +26.4% | -61.6% | +88.0% | +33.6% |
| 1Y | +26.3% | -64.1% | +90.4% | +34.0% |
| 3Y | +193.3% | -44.5% | +237.7% | +203.6% |
| 5Y | +297.2% | -51.3% | +348.5% | +307.7% |
| 10Y | +2,288.0% | -25.6% | +2,313.6% | +2,345.8% |
| All | +10,742.6% | +1,675.5% | +9,067.1% | +11,944.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling