+430.6%
KLAC vs FTI
+1,109.5%
-678.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.3% | -2.2% |
| 7D | +2.5% | -5.6% | +8.1% | +4.5% |
| 30D | -11.5% | +0.4% | -11.9% | -11.7% |
| 3M | -16.9% | +8.1% | -25.1% | -19.2% |
| 6M | +22.2% | +16.7% | +5.5% | +15.7% |
| YTD | +46.4% | +70.0% | -23.6% | +23.1% |
| 1Y | +91.0% | +85.4% | +5.6% | +55.6% |
| 3Y | +264.6% | +265.9% | -1.4% | +139.2% |
| 5Y | +430.6% | +1,072.7% | -642.2% | +132.6% |
| All | +430.6% | +1,109.5% | -678.9% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 5y: compounded portfolio wealth divided by compounded FTI 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…
5y analysis · Full analysis span regression · 6 months rolling