+2,896.3%
KLAC vs UL
+66.7%
+2,829.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.3% | +1.7% |
| 7D | -2.7% | -3.4% | +0.7% | -1.4% |
| 30D | -13.2% | +0.5% | -13.6% | -13.4% |
| 3M | -25.0% | +7.2% | -32.3% | -28.1% |
| 6M | +23.6% | -3.1% | +26.7% | +23.3% |
| YTD | +49.2% | -2.7% | +51.9% | +48.1% |
| 1Y | +89.3% | -10.2% | +99.6% | +94.0% |
| 3Y | +274.4% | +20.3% | +254.1% | +220.3% |
| 5Y | +440.9% | +19.9% | +421.0% | +355.3% |
| All | +2,896.3% | +66.7% | +2,829.6% | +2,198.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling