+113.7%
KLAC vs FWONK
-4.6%
+118.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.5% | +8.8% | +7.3% |
| 7D | +5.7% | -6.2% | +11.9% | +5.7% |
| 30D | -3.6% | -0.6% | -3.1% | -3.7% |
| 3M | -12.8% | +11.1% | -23.9% | -15.0% |
| 6M | +26.1% | +11.7% | +14.3% | +22.8% |
| YTD | +53.3% | -3.1% | +56.4% | +53.2% |
| 1Y | +113.7% | -4.2% | +117.9% | +122.7% |
| All | +113.7% | -4.6% | +118.3% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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