+5,218.5%
KLAC vs FTI
+1,779.9%
+3,438.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.2% | -3.8% |
| 7D | +10.0% | +4.3% | +5.7% | +8.5% |
| 30D | -14.8% | -4.7% | -10.2% | -13.5% |
| 3M | -27.2% | -13.5% | -13.6% | -23.8% |
| 6M | -17.5% | -8.7% | -8.7% | -15.1% |
| YTD | +25.8% | +49.0% | -23.2% | +10.8% |
| 1Y | +31.8% | +54.0% | -22.2% | +14.7% |
| 3Y | +195.3% | +211.6% | -16.3% | +102.5% |
| 5Y | +285.9% | +881.9% | -595.9% | +74.9% |
| 10Y | +2,247.6% | +188.1% | +2,059.5% | +1,209.2% |
| All | +5,218.5% | +1,779.9% | +3,438.7% | +948.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling