+470.0%
KLAC vs URI
+200.7%
+269.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.6% | +5.7% | +6.4% |
| 7D | +5.7% | -2.0% | +7.7% | +6.9% |
| 30D | -3.6% | -12.9% | +9.3% | +3.9% |
| 3M | -12.8% | -6.7% | -6.1% | -8.7% |
| 6M | +26.1% | +19.0% | +7.1% | +14.0% |
| YTD | +53.3% | +25.5% | +27.8% | +32.0% |
| 1Y | +113.7% | +5.5% | +108.1% | +102.5% |
| 3Y | +274.9% | +111.3% | +163.6% | +126.8% |
| All | +470.0% | +200.7% | +269.4% | +152.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling