+205.0%
KLAC vs FN
+111.9%
+93.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -0.5% |
| 7D | +21.2% | +20.8% | +0.4% | +11.2% |
| 30D | -14.5% | -17.3% | +2.8% | -7.8% |
| 3M | -24.4% | -38.1% | +13.7% | -8.9% |
| 6M | -12.9% | -44.2% | +31.3% | +8.4% |
| YTD | +29.9% | -22.3% | +52.2% | +36.9% |
| 1Y | +31.9% | -20.9% | +52.8% | +36.9% |
| All | +205.0% | +111.9% | +93.1% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling