+2,896.3%
KLAC vs UPS
+37.9%
+2,858.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.6% | +1.8% |
| 7D | -2.7% | -2.0% | -0.7% | -1.6% |
| 30D | -13.2% | -2.0% | -11.2% | -12.3% |
| 3M | -25.0% | -6.2% | -18.8% | -22.7% |
| 6M | +23.6% | +2.8% | +20.8% | +20.8% |
| YTD | +49.2% | +5.9% | +43.3% | +42.6% |
| 1Y | +89.3% | +26.2% | +63.1% | +63.0% |
| 3Y | +274.4% | -26.0% | +300.4% | +315.1% |
| 5Y | +440.9% | -34.3% | +475.2% | +538.9% |
| All | +2,896.3% | +37.9% | +2,858.4% | +1,839.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling