+2,288.0%
KLAC vs USB
+87.1%
+2,200.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -2.1% | +1.4% | -3.5% | -2.6% |
| 30D | -21.8% | +6.4% | -28.2% | -24.3% |
| 3M | -20.5% | -4.5% | -16.1% | -18.8% |
| 6M | -18.0% | +11.4% | -29.3% | -23.0% |
| YTD | +26.4% | +17.1% | +9.3% | +15.4% |
| 1Y | +26.3% | +32.6% | -6.3% | +8.1% |
| 3Y | +193.3% | +101.8% | +91.4% | +97.6% |
| 5Y | +297.2% | +25.1% | +272.1% | +237.7% |
| 10Y | +2,288.0% | +84.9% | +2,203.1% | +1,546.5% |
| All | +2,288.0% | +87.1% | +2,200.9% | +1,546.5% |
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 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