+288.8%
KLAC vs U
+11.6%
+277.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.3% |
| 7D | +10.6% | +4.5% | +6.1% | +9.6% |
| 30D | -4.5% | -0.6% | -3.9% | -4.5% |
| 3M | -10.3% | +48.4% | -58.7% | -17.6% |
| 6M | +40.9% | +115.4% | -74.5% | +18.8% |
| YTD | +56.1% | -3.2% | +59.3% | +53.3% |
| 1Y | +109.0% | -6.0% | +115.1% | +104.6% |
| 3Y | +288.8% | +13.5% | +275.4% | +225.2% |
| All | +288.8% | +11.6% | +277.2% | +225.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling