+2,249.0%
KLAC vs USB
+94.3%
+2,154.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.5% | +6.8% | +8.0% |
| 7D | -1.1% | +0.8% | -1.9% | -1.4% |
| 30D | -22.6% | +6.8% | -29.4% | -25.2% |
| 3M | -23.5% | -3.8% | -19.7% | -22.1% |
| 6M | -18.8% | +11.7% | -30.6% | -24.0% |
| YTD | +25.0% | +17.5% | +7.6% | +14.0% |
| 1Y | +27.5% | +33.8% | -6.2% | +8.7% |
| 3Y | +206.1% | +104.2% | +101.9% | +105.1% |
| 5Y | +281.0% | +26.4% | +254.6% | +222.1% |
| 10Y | +2,249.0% | +89.2% | +2,159.8% | +1,541.0% |
| All | +2,249.0% | +94.3% | +2,154.7% | +1,541.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling