+433.3%
KLAC vs USHY
+20.9%
+412.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +1.9% |
| 7D | -2.7% | -0.7% | -2.0% | -0.6% |
| 30D | -13.2% | -0.7% | -12.5% | -11.3% |
| 3M | -25.0% | +0.1% | -25.1% | -24.9% |
| 6M | +23.6% | +1.8% | +21.8% | +18.9% |
| YTD | +49.2% | +1.8% | +47.4% | +44.1% |
| 1Y | +89.3% | +3.3% | +86.0% | +76.1% |
| 3Y | +274.4% | +27.0% | +247.4% | +108.6% |
| All | +433.3% | +20.9% | +412.4% | +368.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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