+3,613.6%
KLAC vs FTAI
+2,443.2%
+1,170.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.4% | +1.1% |
| 7D | -2.7% | -5.2% | +2.5% | -1.4% |
| 30D | -13.2% | -17.9% | +4.8% | -9.1% |
| 3M | -25.0% | -22.7% | -2.3% | -20.4% |
| 6M | +23.6% | -28.0% | +51.6% | +32.2% |
| YTD | +49.2% | -5.0% | +54.2% | +49.6% |
| 1Y | +89.3% | +10.4% | +78.9% | +82.3% |
| 3Y | +274.4% | +425.2% | -150.9% | +133.0% |
| 5Y | +440.9% | +890.3% | -449.4% | +185.8% |
| 10Y | +2,947.7% | +3,106.5% | -158.9% | +1,307.4% |
| All | +3,613.6% | +2,443.2% | +1,170.4% | +1,593.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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