+227.0%
KLAC vs USB
+22.2%
+204.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | -2.1% | -11.2% | -12.4% |
| 7D | -22.5% | -1.5% | -21.0% | -21.9% |
| 30D | -34.3% | +4.3% | -38.6% | -35.6% |
| 3M | -32.6% | -6.1% | -26.5% | -30.7% |
| 6M | -24.9% | +9.4% | -34.3% | -28.6% |
| YTD | +7.2% | +15.2% | -7.9% | -0.6% |
| 1Y | +6.3% | +32.8% | -26.4% | -7.8% |
| 3Y | +166.1% | +91.3% | +74.8% | +92.2% |
| 5Y | +227.0% | +22.7% | +204.3% | +205.9% |
| All | +227.0% | +22.2% | +204.8% | +205.9% |
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