+105.3%
KLAC vs FN
+8.8%
+96.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.1% | +4.2% | +5.8% |
| 7D | +5.7% | -1.7% | +7.4% | +6.6% |
| 30D | -3.6% | -22.0% | +18.4% | +6.7% |
| 3M | -12.8% | -43.0% | +30.2% | +10.5% |
| 6M | +26.1% | -27.7% | +53.8% | +40.4% |
| YTD | +53.3% | -10.5% | +63.8% | +52.3% |
| All | +105.3% | +8.8% | +96.5% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling