+6,438.0%
KLAC vs UMC
+292.9%
+6,145.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.0% | -7.2% | -5.0% |
| 7D | +6.2% | +13.6% | -7.4% | +0.3% |
| 30D | -5.0% | +20.8% | -25.7% | -12.9% |
| 3M | -14.4% | +16.1% | -30.5% | -20.4% |
| 6M | +28.3% | +137.3% | -109.0% | -14.7% |
| YTD | +51.1% | +193.8% | -142.7% | -10.6% |
| 1Y | +100.4% | +236.1% | -135.7% | +11.3% |
| 3Y | +276.3% | +267.1% | +9.2% | +102.3% |
| 5Y | +452.1% | +145.3% | +306.8% | +254.1% |
| 10Y | +2,986.0% | +1,857.3% | +1,128.6% | +651.9% |
| All | +6,438.0% | +292.9% | +6,145.1% | +1,649.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling