+288.7%
KLAC vs USAR
+74.0%
+214.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.5% | +7.8% | +7.4% |
| 7D | +5.7% | -2.1% | +7.8% | +5.9% |
| 30D | -3.6% | +2.6% | -6.2% | -3.9% |
| 3M | -12.8% | -35.0% | +22.2% | -11.1% |
| 6M | +26.1% | -6.9% | +32.9% | +26.4% |
| YTD | +53.3% | +48.0% | +5.3% | +51.1% |
| 1Y | +113.7% | +24.8% | +88.9% | +110.2% |
| 3Y | +274.9% | +73.2% | +201.6% | +307.2% |
| All | +288.7% | +74.0% | +214.6% | +347.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling