+113.7%
KLAC vs U
+6.4%
+107.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.3% | +7.5% |
| 7D | +5.7% | -3.8% | +9.5% | +6.5% |
| 30D | -3.6% | +17.5% | -21.1% | -6.8% |
| 3M | -12.8% | +38.7% | -51.5% | -18.6% |
| 6M | +26.1% | +104.4% | -78.4% | +7.1% |
| YTD | +53.3% | -5.7% | +59.0% | +58.7% |
| 1Y | +113.7% | +3.7% | +110.0% | +114.0% |
| All | +113.7% | +6.4% | +107.3% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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