+89.3%
KLAC vs XEL
+7.7%
+81.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.8% | +2.0% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | -13.2% | -3.9% | -9.2% | -13.6% |
| 3M | -25.0% | -2.8% | -22.2% | -25.3% |
| 6M | +23.6% | -5.4% | +29.0% | +23.1% |
| YTD | +49.2% | +3.8% | +45.5% | +49.2% |
| 1Y | +89.3% | +6.8% | +82.5% | +92.0% |
| All | +89.3% | +7.7% | +81.6% | +92.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling