+113.7%
KLAC vs FOXA
+9.1%
+104.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.4% | +10.7% | +6.9% |
| 7D | +5.7% | -4.0% | +9.7% | +5.2% |
| 30D | -3.6% | +12.0% | -15.6% | -2.2% |
| 3M | -12.8% | +0.3% | -13.1% | -11.0% |
| 6M | +26.1% | +12.5% | +13.6% | +28.2% |
| YTD | +53.3% | -9.6% | +62.9% | +58.9% |
| 1Y | +113.7% | +8.6% | +105.1% | +116.8% |
| All | +113.7% | +9.1% | +104.6% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 1y: compounded portfolio wealth divided by compounded FOXA 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…
1y analysis · Full analysis span regression · 6 months rolling