+195.3%
KLAC vs UL
+36.1%
+159.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.2% | -2.8% |
| 7D | +10.0% | +1.1% | +8.9% | +10.4% |
| 30D | -14.8% | +4.5% | -19.3% | -13.2% |
| 3M | -27.2% | +6.5% | -33.6% | -25.2% |
| 6M | -17.5% | +18.2% | -35.6% | -13.4% |
| YTD | +25.8% | +4.7% | +21.1% | +31.3% |
| 1Y | +31.8% | +0.8% | +31.1% | +37.3% |
| 3Y | +195.3% | +35.9% | +159.4% | +209.5% |
| All | +195.3% | +36.1% | +159.2% | +209.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling