+113.7%
KLAC vs URI
+7.3%
+106.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.6% | +5.7% | +6.7% |
| 7D | +5.7% | -2.0% | +7.7% | +6.6% |
| 30D | -3.6% | -12.9% | +9.3% | +1.8% |
| 3M | -12.8% | -6.7% | -6.1% | -9.6% |
| 6M | +26.1% | +19.0% | +7.1% | +22.4% |
| YTD | +53.3% | +25.5% | +27.8% | +42.8% |
| 1Y | +113.7% | +5.5% | +108.1% | +109.0% |
| All | +113.7% | +7.3% | +106.4% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling