+26.2%
KLAC vs USB
+36.4%
-10.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -4.8% |
| 7D | -5.7% | +2.4% | -8.1% | -6.5% |
| 30D | -27.6% | +6.6% | -34.2% | -29.6% |
| 3M | -23.3% | -4.1% | -19.2% | -21.4% |
| 6M | -12.4% | +12.5% | -24.8% | -18.2% |
| YTD | +23.7% | +17.6% | +6.1% | +8.0% |
| 1Y | +26.2% | +36.5% | -10.3% | +1.5% |
| All | +26.2% | +36.4% | -10.3% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 1y: compounded portfolio wealth divided by compounded USB 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…
1y analysis · Full analysis span regression · 6 months rolling