+113.7%
KLAC vs UL
-8.6%
+122.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.4% | +7.3% |
| 7D | +5.7% | -1.3% | +7.1% | +5.0% |
| 30D | -3.6% | +0.5% | -4.1% | -3.2% |
| 3M | -12.8% | +17.6% | -30.4% | -7.0% |
| 6M | +26.1% | -5.4% | +31.4% | +27.9% |
| YTD | +53.3% | +0.7% | +52.6% | +62.0% |
| 1Y | +113.7% | -9.3% | +122.9% | +124.2% |
| All | +113.7% | -8.6% | +122.3% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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