+259.6%
KLAC vs URA
+29.1%
+230.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.4% | +2.3% | +4.5% |
| 7D | -12.3% | -4.1% | -8.2% | -10.1% |
| 30D | -29.6% | -19.0% | -10.6% | -21.5% |
| 3M | -28.2% | -25.1% | -3.1% | -17.3% |
| 6M | -23.6% | -44.5% | +20.9% | +1.6% |
| YTD | +14.4% | -24.3% | +38.7% | +30.2% |
| 1Y | +15.4% | -28.1% | +43.5% | +34.2% |
| 3Y | +184.3% | +40.7% | +143.6% | +123.9% |
| All | +259.6% | +29.1% | +230.5% | +163.0% |
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