+430.6%
KLAC vs UPS
-33.5%
+464.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.5% |
| 7D | +2.5% | -3.4% | +5.9% | +4.1% |
| 30D | -11.5% | -2.7% | -8.8% | -10.4% |
| 3M | -16.9% | -1.6% | -15.3% | -16.5% |
| 6M | +22.2% | +2.3% | +19.9% | +20.0% |
| YTD | +46.4% | +5.6% | +40.8% | +40.9% |
| 1Y | +91.0% | +27.1% | +63.9% | +66.9% |
| 3Y | +264.6% | -26.3% | +290.9% | +300.6% |
| 5Y | +430.6% | -34.5% | +465.1% | +524.4% |
| All | +430.6% | -33.5% | +464.1% | +524.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling