+30.2%
KLAC vs UL
-0.9%
+31.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.4% | +7.3% |
| 7D | +5.7% | -1.3% | +7.1% | +4.8% |
| 30D | -3.6% | +0.5% | -4.1% | -3.0% |
| 3M | -12.8% | +17.6% | -30.4% | -6.6% |
| All | +30.2% | -0.9% | +31.1% | +30.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling