+2,247.0%
KLAC vs USB
+83.8%
+2,163.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.0% | -3.6% |
| 7D | +10.0% | +2.6% | +7.4% | +8.6% |
| 30D | -14.8% | +8.4% | -23.2% | -18.4% |
| 3M | -27.2% | -5.5% | -21.6% | -25.2% |
| 6M | -17.5% | +17.7% | -35.2% | -24.7% |
| YTD | +25.8% | +17.6% | +8.3% | +14.7% |
| 1Y | +31.8% | +33.9% | -2.1% | +12.2% |
| 3Y | +195.3% | +103.8% | +91.5% | +97.8% |
| 5Y | +285.9% | +25.6% | +260.3% | +227.4% |
| All | +2,247.0% | +83.8% | +2,163.2% | +1,498.4% |
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