+2,896.3%
KLAC vs FWONK
+340.2%
+2,556.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | -13.2% | -7.7% | -5.4% | -10.5% |
| 3M | -25.0% | +5.7% | -30.7% | -27.4% |
| 6M | +23.6% | +13.5% | +10.1% | +15.7% |
| YTD | +49.2% | -3.0% | +52.2% | +48.7% |
| 1Y | +89.3% | -6.4% | +95.7% | +91.0% |
| 3Y | +274.4% | +43.8% | +230.5% | +207.3% |
| 5Y | +440.9% | +98.6% | +342.4% | +285.9% |
| All | +2,896.3% | +340.2% | +2,556.1% | +1,644.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling