+113.7%
KLAC vs UMC
+209.4%
-95.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.6% | +2.7% | +5.5% |
| 7D | +5.7% | +5.0% | +0.8% | +3.7% |
| 30D | -3.6% | +7.7% | -11.3% | -6.6% |
| 3M | -12.8% | +1.7% | -14.5% | -12.5% |
| 6M | +26.1% | +113.9% | -87.9% | +6.0% |
| YTD | +53.3% | +168.9% | -115.6% | +22.7% |
| 1Y | +113.7% | +207.2% | -93.5% | +71.3% |
| All | +113.7% | +209.4% | -95.8% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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