+286.1%
KLAC vs FTV
+17.3%
+268.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +10.0% | +3.9% | +6.1% | +6.8% |
| 30D | -14.8% | +18.7% | -33.5% | -25.6% |
| 3M | -27.2% | +10.0% | -37.2% | -32.6% |
| 6M | -17.5% | +14.6% | -32.0% | -26.5% |
| YTD | +25.8% | +23.4% | +2.4% | +2.3% |
| 1Y | +31.8% | +31.3% | +0.5% | +0.8% |
| 3Y | +195.3% | +39.8% | +155.5% | +108.6% |
| All | +286.1% | +17.3% | +268.8% | +200.2% |
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