+195.3%
KLAC vs UEC
+18.1%
+177.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.7% |
| 7D | +10.0% | -3.8% | +13.7% | +11.0% |
| 30D | -14.8% | -13.5% | -1.3% | -11.7% |
| 3M | -27.2% | -40.5% | +13.3% | -18.9% |
| 6M | -17.5% | -56.7% | +39.2% | -3.2% |
| YTD | +25.8% | -43.0% | +68.8% | +38.1% |
| 1Y | +31.8% | -42.5% | +74.4% | +43.9% |
| 3Y | +195.3% | +11.6% | +183.7% | +152.5% |
| All | +195.3% | +18.1% | +177.2% | +152.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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