+26.2%
KLAC vs FRMI
-93.1%
+119.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -10.6% | +6.5% | -2.3% |
| 7D | -5.7% | -39.7% | +34.1% | +2.6% |
| 30D | -27.6% | -55.2% | +27.6% | -17.8% |
| 3M | -23.3% | -71.2% | +47.9% | -6.7% |
| 6M | -12.4% | -64.1% | +51.7% | +2.3% |
| YTD | +23.7% | -77.2% | +101.0% | +52.9% |
| 1Y | +26.2% | -93.2% | +119.3% | +76.5% |
| All | +26.2% | -93.1% | +119.3% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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