-12.9%
KLAC vs U
+87.6%
-100.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.3% |
| 7D | +21.2% | +2.8% | +18.4% | +21.1% |
| 30D | -14.5% | +7.6% | -22.1% | -13.6% |
| 3M | -24.4% | +12.7% | -37.1% | -24.0% |
| 6M | -12.9% | +87.0% | -99.9% | -11.4% |
| All | -12.9% | +87.6% | -100.5% | -11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling