+2,986.0%
KLAC vs URA
+369.2%
+2,616.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.6% |
| 7D | +6.2% | +5.7% | +0.5% | +3.5% |
| 30D | -5.0% | +5.6% | -10.6% | -7.5% |
| 3M | -14.4% | +6.2% | -20.6% | -16.5% |
| 6M | +28.3% | -8.2% | +36.5% | +32.4% |
| YTD | +51.1% | +9.7% | +41.4% | +43.9% |
| 1Y | +100.4% | +17.0% | +83.4% | +83.0% |
| 3Y | +276.3% | +118.5% | +157.9% | +150.2% |
| 5Y | +452.1% | +134.3% | +317.7% | +236.1% |
| 10Y | +2,986.0% | +377.5% | +2,608.5% | +1,090.1% |
| All | +2,986.0% | +369.2% | +2,616.7% | +1,090.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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