+35.9%
KLAC vs USB
+32.1%
+3.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.3% |
| 7D | +7.5% | -0.5% | +8.0% | +7.9% |
| 30D | -15.3% | +5.7% | -21.0% | -17.2% |
| 3M | -19.6% | -4.7% | -14.9% | -17.3% |
| 6M | -12.5% | +13.4% | -25.9% | -19.0% |
| YTD | +33.0% | +17.0% | +16.0% | +16.6% |
| 1Y | +35.9% | +32.4% | +3.6% | +12.6% |
| All | +35.9% | +32.1% | +3.8% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling