+283.0%
KLAC vs USAR
+68.6%
+214.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -3.0% |
| 7D | +6.2% | -4.4% | +10.6% | +6.5% |
| 30D | -5.0% | -10.4% | +5.4% | -4.4% |
| 3M | -14.4% | -18.4% | +4.0% | -13.5% |
| 6M | +28.3% | -8.8% | +37.1% | +28.9% |
| YTD | +51.1% | +43.4% | +7.7% | +49.3% |
| 1Y | +100.4% | +21.0% | +79.4% | +97.5% |
| 3Y | +276.3% | +67.7% | +208.6% | +309.2% |
| All | +283.0% | +68.6% | +214.4% | +341.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling