-23.6%
KLAC vs FN
-52.0%
+28.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +11.7% | -5.0% | +0.7% |
| 7D | -12.3% | 0.0% | -12.2% | -12.6% |
| 30D | -29.6% | -34.3% | +4.7% | -13.8% |
| 3M | -28.2% | -39.9% | +11.6% | -10.2% |
| 6M | -23.6% | -51.8% | +28.3% | +5.5% |
| All | -23.6% | -52.0% | +28.4% | +5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling