+2,008.5%
KLAC vs FND
+58.4%
+1,950.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.4% | +3.5% |
| 7D | +10.6% | +0.4% | +10.2% | +10.4% |
| 30D | -4.5% | -23.6% | +19.1% | +5.2% |
| 3M | -10.3% | +4.3% | -14.6% | -12.7% |
| 6M | +40.9% | -20.3% | +61.2% | +50.1% |
| YTD | +56.1% | -21.3% | +77.4% | +66.5% |
| 1Y | +109.0% | -45.4% | +154.4% | +153.8% |
| 3Y | +288.8% | -48.9% | +337.7% | +359.7% |
| 5Y | +489.1% | -61.0% | +550.2% | +632.9% |
| All | +2,008.5% | +58.4% | +1,950.1% | +1,518.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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