+2,047.5%
KLAC vs USB
+92.8%
+1,954.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.5% | +7.2% | +7.0% |
| 7D | -12.3% | 0.0% | -12.3% | -12.3% |
| 30D | -29.6% | +5.8% | -35.5% | -31.8% |
| 3M | -28.2% | -6.0% | -22.3% | -26.2% |
| 6M | -23.6% | +7.8% | -31.3% | -27.1% |
| YTD | +14.4% | +14.6% | -0.2% | +5.6% |
| 1Y | +15.4% | +31.8% | -16.4% | -1.0% |
| 3Y | +184.3% | +91.5% | +92.8% | +96.8% |
| 5Y | +248.9% | +22.0% | +226.8% | +200.3% |
| All | +2,047.5% | +92.8% | +1,954.7% | +1,420.5% |
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