+430.6%
KLAC vs UL
+18.7%
+411.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.8% | -3.0% |
| 7D | +2.5% | -4.1% | +6.5% | +3.0% |
| 30D | -11.5% | -1.2% | -10.3% | -11.4% |
| 3M | -16.9% | +6.0% | -22.9% | -18.3% |
| 6M | +22.2% | -5.5% | +27.7% | +23.6% |
| YTD | +46.4% | -3.3% | +49.7% | +46.9% |
| 1Y | +91.0% | -9.8% | +100.8% | +95.1% |
| 3Y | +264.6% | +20.1% | +244.4% | +224.8% |
| 5Y | +430.6% | +19.2% | +411.4% | +354.4% |
| All | +430.6% | +18.7% | +411.9% | +354.4% |
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 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