+267.2%
KLAC vs FOXA
+115.1%
+152.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.5% |
| 7D | +2.5% | -3.7% | +6.2% | +3.0% |
| 30D | -11.5% | +5.4% | -16.9% | -12.5% |
| 3M | -16.9% | -3.7% | -13.2% | -16.1% |
| 6M | +22.2% | +12.6% | +9.7% | +17.0% |
| YTD | +46.4% | -10.0% | +56.3% | +51.6% |
| 1Y | +91.0% | +15.0% | +76.0% | +77.7% |
| All | +267.2% | +115.1% | +152.1% | +199.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling