+2,896.3%
KLAC vs USFR
+28.1%
+2,868.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | -13.2% | +0.4% | -13.5% | -13.1% |
| 3M | -25.0% | +1.0% | -26.1% | -24.9% |
| 6M | +23.6% | +2.0% | +21.6% | +23.6% |
| YTD | +49.2% | +2.8% | +46.5% | +48.8% |
| 1Y | +89.3% | +4.1% | +85.2% | +88.1% |
| 3Y | +274.4% | +14.1% | +260.2% | +253.4% |
| 5Y | +440.9% | +20.6% | +420.4% | +392.4% |
| All | +2,896.3% | +28.1% | +2,868.2% | +2,632.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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