+433.3%
KLAC vs XBI
+19.1%
+414.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.3% | +2.2% |
| 7D | -2.7% | -4.6% | +2.0% | +0.1% |
| 30D | -13.2% | -2.0% | -11.2% | -12.5% |
| 3M | -25.0% | +17.8% | -42.8% | -32.3% |
| 6M | +23.6% | +23.7% | -0.1% | +8.4% |
| YTD | +49.2% | +28.2% | +21.0% | +27.9% |
| 1Y | +89.3% | +64.0% | +25.4% | +40.2% |
| 3Y | +274.4% | +99.4% | +175.0% | +142.6% |
| All | +433.3% | +19.1% | +414.2% | +360.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling