+1,818.8%
KLAC vs USHY
+50.4%
+1,768.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -2.7% |
| 7D | +6.2% | -0.1% | +6.3% | +6.6% |
| 30D | -5.0% | 0.0% | -4.9% | -4.8% |
| 3M | -14.4% | +0.8% | -15.3% | -16.1% |
| 6M | +28.3% | +1.9% | +26.4% | +23.1% |
| YTD | +51.1% | +2.3% | +48.8% | +44.2% |
| 1Y | +100.4% | +4.1% | +96.2% | +82.9% |
| 3Y | +276.3% | +27.8% | +248.6% | +106.1% |
| 5Y | +452.1% | +21.5% | +430.6% | +263.6% |
| All | +1,818.8% | +50.4% | +1,768.4% | +664.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling