+8,047.9%
KLAC vs UPS
+237.3%
+7,810.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +3.0% |
| 7D | +10.6% | -2.1% | +12.7% | +12.0% |
| 30D | -4.5% | -2.3% | -2.2% | -3.2% |
| 3M | -10.3% | -5.2% | -5.0% | -7.5% |
| 6M | +40.9% | +1.4% | +39.5% | +37.9% |
| YTD | +56.1% | +6.1% | +50.0% | +47.4% |
| 1Y | +109.0% | +27.0% | +82.0% | +73.6% |
| 3Y | +288.8% | -25.9% | +314.8% | +336.2% |
| 5Y | +489.1% | -34.6% | +523.7% | +608.2% |
| 10Y | +3,041.8% | +36.2% | +3,005.6% | +1,930.9% |
| All | +8,047.9% | +237.3% | +7,810.7% | +2,440.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling