+2,896.3%
KLAC vs XHB
+215.4%
+2,680.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +0.6% |
| 7D | -2.7% | -4.6% | +2.0% | +1.2% |
| 30D | -13.2% | -9.1% | -4.0% | -6.1% |
| 3M | -25.0% | -8.6% | -16.5% | -19.3% |
| 6M | +23.6% | -4.0% | +27.6% | +28.2% |
| YTD | +49.2% | -3.9% | +53.2% | +54.4% |
| 1Y | +89.3% | -16.5% | +105.8% | +118.5% |
| 3Y | +274.4% | +22.6% | +251.8% | +201.5% |
| 5Y | +440.9% | +33.9% | +407.0% | +301.9% |
| All | +2,896.3% | +215.4% | +2,680.9% | +1,025.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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