+430.6%
KLAC vs URA
+121.8%
+308.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.0% | +0.8% | -1.3% |
| 7D | +2.5% | -1.5% | +4.0% | +3.2% |
| 30D | -11.5% | -0.4% | -11.1% | -11.5% |
| 3M | -16.9% | +6.3% | -23.2% | -18.9% |
| 6M | +22.2% | -14.0% | +36.2% | +29.7% |
| YTD | +46.4% | +5.3% | +41.0% | +42.0% |
| 1Y | +91.0% | +11.7% | +79.3% | +78.1% |
| 3Y | +264.6% | +109.8% | +154.8% | +146.1% |
| 5Y | +430.6% | +108.0% | +322.6% | +237.6% |
| All | +430.6% | +121.8% | +308.7% | +237.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling