+219.0%
KLAC vs USAR
-19.4%
+238.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.3% |
| 7D | +10.0% | -0.8% | +10.8% | +10.0% |
| 30D | -14.8% | -20.9% | +6.1% | -13.3% |
| 3M | -27.2% | -56.2% | +29.0% | -23.0% |
| 6M | -17.5% | -67.9% | +50.4% | -11.6% |
| YTD | +25.8% | -31.4% | +57.3% | +30.8% |
| 1Y | +31.8% | -45.1% | +76.9% | +37.5% |
| 3Y | +195.3% | -20.3% | +215.6% | +231.0% |
| All | +219.0% | -19.4% | +238.3% | +287.2% |
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