+452.1%
KLAC vs FTV
+1.8%
+450.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.2% |
| 7D | +6.2% | -1.3% | +7.5% | +7.2% |
| 30D | -5.0% | -9.5% | +4.5% | +3.0% |
| 3M | -14.4% | -10.9% | -3.5% | -6.7% |
| 6M | +28.3% | -0.6% | +28.9% | +27.7% |
| YTD | +51.1% | +1.4% | +49.7% | +43.9% |
| 1Y | +100.4% | +17.6% | +82.7% | +64.9% |
| 3Y | +276.3% | -3.3% | +279.6% | +268.0% |
| 5Y | +452.1% | -0.1% | +452.2% | +396.3% |
| All | +452.1% | +1.8% | +450.2% | +396.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling