+15,328.8%
KLAC vs URI
+7,462.1%
+7,866.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.1% | +5.6% | +6.3% |
| 7D | -12.3% | -9.8% | -2.5% | -9.1% |
| 30D | -29.6% | +1.7% | -31.4% | -29.9% |
| 3M | -28.2% | -9.1% | -19.2% | -26.0% |
| 6M | -23.6% | +9.9% | -33.4% | -25.3% |
| YTD | +14.4% | +31.2% | -16.8% | +3.9% |
| 1Y | +15.4% | +25.9% | -10.5% | +6.2% |
| 3Y | +184.3% | +147.4% | +36.9% | +111.1% |
| 5Y | +248.9% | +179.7% | +69.1% | +147.4% |
| 10Y | +2,076.9% | +1,419.5% | +657.4% | +806.7% |
| All | +15,328.8% | +7,462.1% | +7,866.8% | +2,159.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling