+805.1%
KLAC vs U
-29.6%
+834.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.2% | -8.4% | -4.3% |
| 7D | +10.0% | +2.6% | +7.4% | +9.3% |
| 30D | -14.8% | +27.6% | -42.4% | -19.9% |
| 3M | -27.2% | +15.3% | -42.5% | -30.2% |
| 6M | -17.5% | +96.4% | -113.8% | -30.5% |
| YTD | +25.8% | +19.6% | +6.3% | +15.4% |
| 1Y | +31.8% | +42.1% | -10.3% | +16.2% |
| 3Y | +195.3% | +87.5% | +107.8% | +125.4% |
| 5Y | +285.9% | -73.1% | +359.1% | +299.3% |
| All | +805.1% | -29.6% | +834.7% | +661.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling