+182.2%
KLAC vs UMAC
+473.8%
-291.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.4% | +2.1% |
| 7D | -2.7% | -3.4% | +0.7% | -2.5% |
| 30D | -13.2% | -15.1% | +1.9% | -12.7% |
| 3M | -25.0% | -10.8% | -14.2% | -25.2% |
| 6M | +23.6% | +15.7% | +7.9% | +20.5% |
| YTD | +49.2% | +80.1% | -30.9% | +42.2% |
| 1Y | +89.3% | +116.7% | -27.4% | +78.4% |
| All | +182.2% | +473.8% | -291.6% | +164.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling