+20,577.3%
KLAC vs URI
+7,134.6%
+13,442.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.6% | +5.7% | +6.8% |
| 7D | +5.7% | -2.0% | +7.7% | +6.4% |
| 30D | -3.6% | -12.9% | +9.3% | +0.7% |
| 3M | -12.8% | -6.7% | -6.1% | -10.4% |
| 6M | +26.1% | +19.0% | +7.1% | +18.9% |
| YTD | +53.3% | +25.5% | +27.8% | +41.1% |
| 1Y | +113.7% | +5.5% | +108.1% | +107.4% |
| 3Y | +274.9% | +111.3% | +163.6% | +191.3% |
| 5Y | +470.1% | +198.6% | +271.6% | +296.7% |
| 10Y | +2,997.0% | +1,179.9% | +1,817.1% | +1,247.2% |
| All | +20,577.3% | +7,134.6% | +13,442.7% | +2,968.3% |
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