+10,816.5%
KLAC vs FN
+3,620.5%
+7,195.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.1% | +4.2% | +6.3% |
| 7D | +5.7% | -1.7% | +7.4% | +6.4% |
| 30D | -3.6% | -22.0% | +18.4% | +4.0% |
| 3M | -12.8% | -43.0% | +30.2% | +4.4% |
| 6M | +26.1% | -27.7% | +53.8% | +37.6% |
| YTD | +53.3% | -10.5% | +63.8% | +55.2% |
| 1Y | +113.7% | +12.5% | +101.2% | +100.2% |
| 3Y | +274.9% | +153.8% | +121.1% | +159.6% |
| 5Y | +470.1% | +288.0% | +182.1% | +240.9% |
| 10Y | +2,997.0% | +906.4% | +2,090.6% | +1,352.6% |
| All | +10,816.5% | +3,620.5% | +7,195.9% | +4,108.6% |
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