+109,962.1%
KLAC vs USB
+8,119.9%
+101,842.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | -2.1% | -11.2% | -12.5% |
| 7D | -22.5% | -1.5% | -21.0% | -22.0% |
| 30D | -34.3% | +4.3% | -38.6% | -35.4% |
| 3M | -32.6% | -6.1% | -26.5% | -31.1% |
| 6M | -24.9% | +9.4% | -34.3% | -27.8% |
| YTD | +7.2% | +15.2% | -7.9% | +1.1% |
| 1Y | +6.3% | +32.8% | -26.4% | -5.0% |
| 3Y | +166.1% | +91.3% | +74.8% | +105.3% |
| 5Y | +227.0% | +22.7% | +204.3% | +191.3% |
| 10Y | +1,940.3% | +97.0% | +1,843.3% | +1,385.9% |
| All | +109,962.1% | +8,119.9% | +101,842.1% | +33,282.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling