+113.7%
KLAC vs FTV
+21.7%
+92.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.3% | +7.6% |
| 7D | +5.7% | -4.5% | +10.2% | +7.2% |
| 30D | -3.6% | -7.1% | +3.4% | -1.4% |
| 3M | -12.8% | -7.2% | -5.6% | -10.4% |
| 6M | +26.1% | -1.5% | +27.6% | +26.8% |
| YTD | +53.3% | +3.5% | +49.8% | +53.2% |
| 1Y | +113.7% | +20.3% | +93.3% | +92.8% |
| All | +113.7% | +21.7% | +92.0% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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