+100.4%
KLAC vs U
-6.3%
+106.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | +6.2% | +4.4% | +1.8% | +5.3% |
| 30D | -5.0% | -1.3% | -3.7% | -4.9% |
| 3M | -14.4% | +49.6% | -64.0% | -21.3% |
| 6M | +28.3% | +100.2% | -71.9% | +9.8% |
| YTD | +51.1% | -3.7% | +54.8% | +56.2% |
| 1Y | +100.4% | -6.5% | +106.9% | +105.0% |
| All | +100.4% | -6.3% | +106.7% | +105.0% |
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