+2,896.3%
KLAC vs FTV
+80.7%
+2,815.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.6% | +1.7% |
| 7D | -2.7% | -4.0% | +1.3% | +0.4% |
| 30D | -13.2% | -11.0% | -2.1% | -5.0% |
| 3M | -25.0% | -8.4% | -16.6% | -20.2% |
| 6M | +23.6% | -2.6% | +26.2% | +25.2% |
| YTD | +49.2% | -0.6% | +49.8% | +45.5% |
| 1Y | +89.3% | +11.0% | +78.4% | +68.0% |
| 3Y | +274.4% | -6.3% | +280.7% | +279.5% |
| 5Y | +440.9% | -1.5% | +442.5% | +425.2% |
| All | +2,896.3% | +80.7% | +2,815.6% | +2,042.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling