+3,088.4%
KLAC vs UAL
+100.5%
+2,987.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +2.7% |
| 7D | +10.6% | +3.5% | +7.1% | +9.5% |
| 30D | -4.5% | -16.5% | +12.0% | +0.7% |
| 3M | -10.3% | +2.8% | -13.0% | -10.9% |
| 6M | +40.9% | +17.6% | +23.3% | +33.8% |
| YTD | +56.1% | -3.2% | +59.3% | +56.1% |
| 1Y | +109.0% | +0.4% | +108.6% | +106.1% |
| 3Y | +288.8% | +128.2% | +160.7% | +189.8% |
| 5Y | +489.1% | +137.7% | +351.4% | +320.6% |
| All | +3,088.4% | +100.5% | +2,987.9% | +2,208.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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