+89.3%
KLAC vs UMAC
+129.0%
-39.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.4% | +2.2% |
| 7D | -2.7% | -3.4% | +0.7% | -2.3% |
| 30D | -13.2% | -15.1% | +1.9% | -12.3% |
| 3M | -25.0% | -10.8% | -14.2% | -25.8% |
| 6M | +23.6% | +15.7% | +7.9% | +16.9% |
| YTD | +49.2% | +80.1% | -30.9% | +30.9% |
| 1Y | +89.3% | +116.7% | -27.4% | +65.2% |
| All | +89.3% | +129.0% | -39.7% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling