+2,381.5%
KLAC vs URA
+277.9%
+2,103.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.5% | +3.8% | +4.6% |
| 7D | +7.5% | +2.9% | +4.6% | +6.5% |
| 30D | -15.3% | -10.8% | -4.5% | -10.3% |
| 3M | -19.6% | -25.5% | +5.9% | -8.0% |
| 6M | -12.5% | -41.2% | +28.7% | +11.5% |
| YTD | +33.0% | -21.3% | +54.3% | +47.6% |
| 1Y | +35.9% | -25.7% | +61.6% | +54.5% |
| 3Y | +208.6% | +43.1% | +165.6% | +150.1% |
| 5Y | +309.5% | +35.6% | +273.9% | +223.6% |
| 10Y | +2,381.5% | +281.3% | +2,100.2% | +979.4% |
| All | +2,381.5% | +277.9% | +2,103.6% | +979.4% |
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