+2,381.5%
KLAC vs USB
+84.9%
+2,296.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.3% |
| 7D | +7.5% | -0.5% | +8.0% | +8.0% |
| 30D | -15.3% | +5.7% | -21.0% | -17.8% |
| 3M | -19.6% | -4.7% | -14.9% | -17.7% |
| 6M | -12.5% | +13.4% | -25.9% | -18.7% |
| YTD | +33.0% | +17.0% | +16.0% | +21.6% |
| 1Y | +35.9% | +32.4% | +3.6% | +16.4% |
| 3Y | +208.6% | +101.7% | +107.0% | +108.0% |
| 5Y | +309.5% | +24.4% | +285.1% | +249.2% |
| 10Y | +2,381.5% | +83.6% | +2,297.9% | +1,602.9% |
| All | +2,381.5% | +84.9% | +2,296.7% | +1,602.9% |
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