+2,982.1%
KLAC vs USB
+107.5%
+2,874.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.3% | +7.6% | +7.5% |
| 7D | +5.7% | +1.4% | +4.3% | +4.9% |
| 30D | -3.6% | -1.3% | -2.3% | -3.0% |
| 3M | -12.8% | +15.2% | -28.1% | -19.3% |
| 6M | +26.1% | +18.8% | +7.2% | +14.8% |
| YTD | +53.3% | +21.0% | +32.3% | +38.0% |
| 1Y | +113.7% | +34.0% | +79.7% | +82.2% |
| 3Y | +274.9% | +95.3% | +179.6% | +156.0% |
| 5Y | +470.1% | +40.4% | +429.8% | +354.7% |
| All | +2,982.1% | +107.5% | +2,874.6% | +1,787.4% |
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