+1,677.3%
KLAC vs FOXA
+90.3%
+1,587.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +10.6% | -0.6% | +11.2% | +10.7% |
| 30D | -4.5% | +2.3% | -6.8% | -5.7% |
| 3M | -10.3% | -2.8% | -7.4% | -11.0% |
| 6M | +40.9% | +9.6% | +31.3% | +31.8% |
| YTD | +56.1% | -9.9% | +66.0% | +58.2% |
| 1Y | +109.0% | +5.4% | +103.6% | +96.1% |
| 3Y | +288.8% | +115.3% | +173.6% | +161.9% |
| 5Y | +489.1% | +93.1% | +396.1% | +312.6% |
| All | +1,677.3% | +90.3% | +1,587.0% | +919.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling