+113.7%
KLAC vs XBI
+75.8%
+37.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.3% | +7.7% | +7.5% |
| 7D | +5.7% | +0.9% | +4.9% | +5.1% |
| 30D | -3.6% | +7.1% | -10.7% | -8.2% |
| 3M | -12.8% | +22.9% | -35.7% | -24.4% |
| 6M | +26.1% | +29.7% | -3.6% | +5.7% |
| YTD | +53.3% | +34.5% | +18.8% | +25.7% |
| 1Y | +113.7% | +76.1% | +37.6% | +42.3% |
| All | +113.7% | +75.8% | +37.8% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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