+470.0%
KLAC vs USB
+40.0%
+430.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.3% | +7.6% | +7.4% |
| 7D | +5.7% | +1.4% | +4.3% | +5.0% |
| 30D | -3.6% | -1.3% | -2.3% | -3.0% |
| 3M | -12.8% | +15.2% | -28.1% | -18.8% |
| 6M | +26.1% | +18.8% | +7.2% | +15.8% |
| YTD | +53.3% | +21.0% | +32.3% | +39.3% |
| 1Y | +113.7% | +34.0% | +79.7% | +84.9% |
| 3Y | +274.9% | +95.3% | +179.6% | +168.5% |
| All | +470.0% | +40.0% | +430.0% | +383.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling