+298.6%
KLAC vs FN
+194.5%
+104.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -0.4% |
| 7D | +21.2% | +20.8% | +0.4% | +11.2% |
| 30D | -14.5% | -17.3% | +2.8% | -7.7% |
| 3M | -24.4% | -38.1% | +13.7% | -8.6% |
| 6M | -12.9% | -44.2% | +31.3% | +8.8% |
| YTD | +29.9% | -22.3% | +52.2% | +36.6% |
| 1Y | +31.9% | -20.9% | +52.8% | +36.6% |
| 3Y | +201.5% | +111.1% | +90.5% | +83.4% |
| 5Y | +298.6% | +191.8% | +106.7% | +85.7% |
| All | +298.6% | +194.5% | +104.0% | +85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling