+1,598.9%
KLAC vs FOXA
+92.4%
+1,506.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.5% |
| 7D | -2.7% | +0.8% | -3.5% | -3.0% |
| 30D | -13.2% | +5.0% | -18.2% | -15.1% |
| 3M | -25.0% | -3.0% | -22.0% | -25.5% |
| 6M | +23.6% | +14.8% | +8.8% | +13.5% |
| YTD | +49.2% | -8.9% | +58.1% | +50.6% |
| 1Y | +89.3% | +13.3% | +76.0% | +72.2% |
| 3Y | +274.4% | +115.4% | +159.0% | +152.3% |
| 5Y | +440.9% | +95.3% | +345.7% | +277.2% |
| All | +1,598.9% | +92.4% | +1,506.5% | +870.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling