+3,711.0%
KLAC vs FWONK
+276.9%
+3,434.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.7% |
| 3M | -25.0% | +5.7% | -30.7% | -27.2% |
| 6M | +23.6% | +13.5% | +10.1% | +16.5% |
| YTD | +49.2% | -3.0% | +52.2% | +48.8% |
| 1Y | +89.3% | -6.4% | +95.7% | +90.9% |
| 3Y | +274.4% | +43.8% | +230.5% | +214.6% |
| 5Y | +440.9% | +98.6% | +342.4% | +302.9% |
| 10Y | +2,947.7% | +340.0% | +2,607.7% | +1,650.0% |
| All | +3,711.0% | +276.9% | +3,434.0% | +1,976.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling