+2,896.3%
KLAC vs XEL
+151.6%
+2,744.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.8% | +1.9% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | -13.2% | -3.9% | -9.2% | -12.0% |
| 3M | -25.0% | -2.8% | -22.2% | -24.5% |
| 6M | +23.6% | -5.4% | +29.0% | +25.1% |
| YTD | +49.2% | +3.8% | +45.5% | +45.9% |
| 1Y | +89.3% | +6.8% | +82.5% | +82.5% |
| 3Y | +274.4% | +45.6% | +228.8% | +206.3% |
| 5Y | +440.9% | +30.7% | +410.3% | +357.4% |
| All | +2,896.3% | +151.6% | +2,744.7% | +2,038.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 10y: compounded portfolio wealth divided by compounded XEL 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…
10y analysis · Full analysis span regression · 6 months rolling