+89.3%
KLAC vs XHB
-14.9%
+104.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +0.6% |
| 7D | -2.7% | -4.6% | +2.0% | +1.1% |
| 30D | -13.2% | -9.1% | -4.0% | -6.2% |
| 3M | -25.0% | -8.6% | -16.5% | -19.0% |
| 6M | +23.6% | -4.0% | +27.6% | +27.9% |
| YTD | +49.2% | -3.9% | +53.2% | +56.5% |
| 1Y | +89.3% | -16.5% | +105.8% | +116.0% |
| All | +89.3% | -14.9% | +104.2% | +116.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling