+89.3%
KLAC vs FTV
+14.7%
+74.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.6% | +1.9% |
| 7D | -2.7% | -4.0% | +1.3% | -1.5% |
| 30D | -13.2% | -11.0% | -2.1% | -10.1% |
| 3M | -25.0% | -8.4% | -16.6% | -22.6% |
| 6M | +23.6% | -2.6% | +26.2% | +25.7% |
| YTD | +49.2% | -0.6% | +49.8% | +51.2% |
| 1Y | +89.3% | +11.0% | +78.4% | +78.5% |
| All | +89.3% | +14.7% | +74.6% | +78.5% |
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