+185.7%
KLAC vs UMAC
+508.0%
-322.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.4% | +3.2% | -2.9% |
| 7D | +6.2% | +3.3% | +2.9% | +6.0% |
| 30D | -5.0% | -10.4% | +5.4% | -4.8% |
| 3M | -14.4% | +1.8% | -16.2% | -15.1% |
| 6M | +28.3% | +40.7% | -12.4% | +23.9% |
| YTD | +51.1% | +90.9% | -39.8% | +43.6% |
| 1Y | +100.4% | +151.8% | -51.4% | +87.7% |
| All | +185.7% | +508.0% | -322.3% | +167.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling