+8,045.6%
KLAC vs FN
+2,887.5%
+5,158.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +11.7% | -5.0% | +2.7% |
| 7D | -12.3% | 0.0% | -12.2% | -12.5% |
| 30D | -29.6% | -34.3% | +4.7% | -19.3% |
| 3M | -28.2% | -39.9% | +11.6% | -16.1% |
| 6M | -23.6% | -51.8% | +28.3% | -4.4% |
| YTD | +14.4% | -28.1% | +42.5% | +23.8% |
| 1Y | +15.4% | -29.1% | +44.5% | +24.8% |
| 3Y | +184.3% | +102.4% | +81.9% | +111.2% |
| 5Y | +248.9% | +171.7% | +77.2% | +131.8% |
| 10Y | +2,076.9% | +773.5% | +1,303.4% | +979.2% |
| All | +8,045.6% | +2,887.5% | +5,158.1% | +3,257.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling