+267.2%
KLAC vs UMC
+252.9%
+14.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -1.8% |
| 7D | +2.5% | +11.4% | -8.9% | -3.3% |
| 30D | -11.5% | +16.8% | -28.3% | -18.8% |
| 3M | -16.9% | +19.1% | -36.0% | -24.6% |
| 6M | +22.2% | +137.4% | -115.2% | -24.9% |
| YTD | +46.4% | +186.4% | -140.0% | -24.4% |
| 1Y | +91.0% | +229.1% | -138.1% | -11.9% |
| All | +267.2% | +252.9% | +14.3% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling