+113.7%
KLAC vs UPS
+27.3%
+86.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.2% | +8.5% | +7.8% |
| 7D | +5.7% | -2.9% | +8.6% | +7.0% |
| 30D | -3.6% | -3.5% | -0.1% | -2.3% |
| 3M | -12.8% | -5.7% | -7.1% | -11.2% |
| 6M | +26.1% | -4.4% | +30.4% | +25.3% |
| YTD | +53.3% | +8.0% | +45.3% | +47.7% |
| 1Y | +113.7% | +29.0% | +84.6% | +90.1% |
| All | +113.7% | +27.3% | +86.4% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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