-17.8%
KLAC vs URI
+20.7%
-38.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +6.9% | +2.4% | +2.9% |
| 7D | -1.1% | -4.0% | +2.9% | +2.7% |
| 30D | -22.6% | +6.8% | -29.4% | -26.4% |
| 3M | -23.5% | -2.8% | -20.7% | -20.4% |
| All | -17.8% | +20.7% | -38.4% | -26.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling