+113.7%
KLAC vs OXY
+32.4%
+81.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.9% | +8.3% | +7.0% |
| 7D | +5.7% | +1.6% | +4.1% | +6.3% |
| 30D | -3.6% | +11.6% | -15.2% | +0.1% |
| 3M | -12.8% | +2.8% | -15.6% | -10.3% |
| 6M | +26.1% | +13.0% | +13.0% | +30.5% |
| YTD | +53.3% | +47.4% | +5.9% | +61.6% |
| 1Y | +113.7% | +31.5% | +82.2% | +130.9% |
| All | +113.7% | +32.4% | +81.3% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 1y: compounded portfolio wealth divided by compounded OXY 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…
1y analysis · Full analysis span regression · 6 months rolling