+6,996.5%
KLAC vs URA
-50.4%
+7,046.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.5% | +2.5% |
| 7D | -2.1% | +0.3% | -2.4% | -1.8% |
| 30D | -21.8% | -14.8% | -7.0% | -16.0% |
| 3M | -20.5% | -25.3% | +4.8% | -10.4% |
| 6M | -18.0% | -39.9% | +22.0% | +1.3% |
| YTD | +26.4% | -22.4% | +48.8% | +40.0% |
| 1Y | +26.3% | -29.0% | +55.3% | +44.6% |
| 3Y | +193.3% | +41.0% | +152.3% | +147.2% |
| 5Y | +297.2% | +38.3% | +258.9% | +225.3% |
| 10Y | +2,288.0% | +276.1% | +2,011.9% | +1,148.8% |
| All | +6,996.5% | -50.4% | +7,046.9% | +6,465.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling