+279.1%
KLAC vs UL
+21.6%
+257.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.6% | -3.6% |
| 7D | +6.2% | -3.2% | +9.4% | +5.3% |
| 30D | -5.0% | -0.6% | -4.4% | -5.0% |
| 3M | -14.4% | +9.4% | -23.8% | -12.8% |
| 6M | +28.3% | -4.1% | +32.4% | +29.7% |
| YTD | +51.1% | -2.0% | +53.1% | +53.5% |
| 1Y | +100.4% | -9.0% | +109.4% | +103.4% |
| All | +279.1% | +21.6% | +257.5% | +279.8% |
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 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