+2,896.3%
KLAC vs UMC
+1,863.6%
+1,032.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +0.8% |
| 7D | -2.7% | +9.0% | -11.7% | -7.0% |
| 30D | -13.2% | +17.2% | -30.4% | -20.2% |
| 3M | -25.0% | +11.4% | -36.4% | -29.8% |
| 6M | +23.6% | +137.5% | -113.9% | -22.6% |
| YTD | +49.2% | +193.1% | -143.9% | -18.8% |
| 1Y | +89.3% | +240.3% | -151.0% | -5.2% |
| 3Y | +274.4% | +262.2% | +12.2% | +82.5% |
| 5Y | +440.9% | +143.1% | +297.8% | +210.8% |
| All | +2,896.3% | +1,863.6% | +1,032.7% | +628.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling