+6,262.8%
KLAC vs XBI
+905.2%
+5,357.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.2% |
| 7D | +2.5% | -4.6% | +7.1% | +5.3% |
| 30D | -11.5% | -0.8% | -10.7% | -11.4% |
| 3M | -16.9% | +21.8% | -38.8% | -26.2% |
| 6M | +22.2% | +23.2% | -0.9% | +7.8% |
| YTD | +46.4% | +28.7% | +17.6% | +25.5% |
| 1Y | +91.0% | +67.8% | +23.2% | +40.4% |
| 3Y | +264.6% | +100.6% | +163.9% | +136.6% |
| 5Y | +430.6% | +19.8% | +410.8% | +348.5% |
| 10Y | +2,889.3% | +159.7% | +2,729.6% | +1,494.5% |
| All | +6,262.8% | +905.2% | +5,357.7% | +857.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling