+267.2%
KLAC vs XEL
+46.3%
+220.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -3.3% |
| 7D | +2.5% | -1.2% | +3.7% | +2.2% |
| 30D | -11.5% | -2.9% | -8.6% | -12.0% |
| 3M | -16.9% | -2.7% | -14.2% | -17.4% |
| 6M | +22.2% | -6.5% | +28.8% | +20.9% |
| YTD | +46.4% | +3.6% | +42.7% | +47.9% |
| 1Y | +91.0% | +7.5% | +83.5% | +94.9% |
| All | +267.2% | +46.3% | +220.9% | +311.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling