+6,498.6%
KLAC vs FTI
+2,117.5%
+4,381.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.5% |
| 7D | +10.6% | -0.2% | +10.8% | +10.6% |
| 30D | -4.5% | +12.3% | -16.8% | -8.1% |
| 3M | -10.3% | +13.8% | -24.0% | -14.0% |
| 6M | +40.9% | +24.3% | +16.6% | +31.1% |
| YTD | +56.1% | +75.8% | -19.7% | +30.5% |
| 1Y | +109.0% | +99.6% | +9.4% | +67.2% |
| 3Y | +288.8% | +278.4% | +10.4% | +149.8% |
| 5Y | +489.1% | +1,168.7% | -679.5% | +144.5% |
| 10Y | +3,041.8% | +297.5% | +2,744.2% | +1,469.2% |
| All | +6,498.6% | +2,117.5% | +4,381.1% | +1,134.1% |
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