-12.5%
KLAC vs USAR
-68.5%
+56.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.4% | +0.9% | +3.3% |
| 7D | +7.5% | +0.8% | +6.7% | +7.1% |
| 30D | -15.3% | -30.1% | +14.8% | -2.4% |
| 3M | -19.6% | -56.3% | +36.7% | +12.1% |
| 6M | -12.5% | -68.6% | +56.0% | +37.3% |
| All | -12.5% | -68.5% | +56.0% | +37.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling