+13,053.7%
KLAC vs FLUT
+2,054.3%
+10,999.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.2% | +9.5% | +7.5% |
| 7D | +5.7% | -1.6% | +7.4% | +5.8% |
| 30D | -3.6% | +7.7% | -11.4% | -4.2% |
| 3M | -12.8% | -0.7% | -12.1% | -13.1% |
| 6M | +26.1% | -11.2% | +37.2% | +26.4% |
| YTD | +53.3% | -53.4% | +106.8% | +60.4% |
| 1Y | +113.7% | -65.8% | +179.4% | +128.0% |
| 3Y | +274.9% | -44.9% | +319.8% | +287.4% |
| 5Y | +470.1% | -49.7% | +519.8% | +480.6% |
| 10Y | +2,997.0% | -9.7% | +3,006.7% | +3,040.4% |
| All | +13,053.7% | +2,054.3% | +10,999.4% | +14,366.4% |
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