+2,896.3%
KLAC vs UNH
+235.3%
+2,661.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.3% | +2.7% |
| 7D | -2.7% | -4.5% | +1.9% | -1.2% |
| 30D | -13.2% | -6.5% | -6.6% | -11.3% |
| 3M | -25.0% | -6.0% | -19.0% | -23.9% |
| 6M | +23.6% | +33.7% | -10.1% | +10.5% |
| YTD | +49.2% | +16.4% | +32.8% | +37.9% |
| 1Y | +89.3% | +10.1% | +79.2% | +78.0% |
| 3Y | +274.4% | -16.3% | +290.7% | +258.5% |
| 5Y | +440.9% | +2.1% | +438.8% | +348.5% |
| All | +2,896.3% | +235.3% | +2,661.0% | +1,489.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UNH.
Daily Out/Under-Performance
Portfolio return minus UNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNH 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 UNH 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