+274.4%
KLAC vs OXY
-1.2%
+275.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | -2.7% | +2.8% | -5.5% | -3.0% |
| 30D | -13.2% | +5.5% | -18.6% | -13.7% |
| 3M | -25.0% | +11.3% | -36.3% | -25.9% |
| 6M | +23.6% | +11.6% | +12.0% | +19.7% |
| YTD | +49.2% | +51.6% | -2.3% | +29.8% |
| 1Y | +89.3% | +36.2% | +53.1% | +70.8% |
| 3Y | +274.4% | +1.7% | +272.6% | +250.4% |
| All | +274.4% | -1.2% | +275.5% | +250.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling