+286.1%
KLAC vs UL
+33.5%
+252.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.2% | -3.2% |
| 7D | +10.0% | +1.1% | +8.9% | +9.9% |
| 30D | -14.8% | +4.5% | -19.3% | -15.3% |
| 3M | -27.2% | +6.5% | -33.6% | -27.7% |
| 6M | -17.5% | +18.2% | -35.6% | -20.3% |
| YTD | +25.8% | +4.7% | +21.1% | +25.0% |
| 1Y | +31.8% | +0.8% | +31.1% | +32.2% |
| 3Y | +195.3% | +35.9% | +159.4% | +154.3% |
| All | +286.1% | +33.5% | +252.6% | +233.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling