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  • KLAC vs UL✓SelectedUSD · ULKLAC vs UL performance historyLatest closeAs of+1.82%09/08
Stock and ETF performance explorer

KLAC vs UL

vs
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Portfolio return
+160,142.9%
UL return
+2,632.7%
Excess return
+157,510.2%
Maximum drawdown
-83.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioULExcessAlpha
1D+1.8%-1.0%+2.8%+2.2%
7D+10.6%-1.3%+11.9%+11.1%
30D-4.5%+0.9%-5.4%-4.9%
3M-10.3%+14.2%-24.5%-15.4%
6M+40.9%-3.2%+44.1%+40.3%
YTD+56.1%-0.3%+56.4%+53.4%
1Y+109.0%-8.8%+117.8%+111.2%
3Y+288.8%+23.9%+265.0%+244.3%
5Y+489.1%+21.4%+467.8%+420.9%
10Y+3,041.8%+66.7%+2,975.1%+2,365.3%
All+160,142.9%+2,632.7%+157,510.2%+53,359.4%

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 1990-01-01 to 2026-09-08: 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling