+6,686.6%
KLAC vs XHB
+167.3%
+6,519.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +3.4% |
| 7D | +10.6% | +0.2% | +10.4% | +10.4% |
| 30D | -4.5% | -9.1% | +4.6% | +1.5% |
| 3M | -10.3% | -2.3% | -7.9% | -8.7% |
| 6M | +40.9% | -4.1% | +45.0% | +45.4% |
| YTD | +56.1% | -1.7% | +57.8% | +58.5% |
| 1Y | +109.0% | -15.1% | +124.1% | +132.3% |
| 3Y | +288.8% | +26.8% | +262.0% | +227.9% |
| 5Y | +489.1% | +37.3% | +451.8% | +375.4% |
| 10Y | +3,041.8% | +205.7% | +2,836.1% | +1,453.9% |
| All | +6,686.6% | +167.3% | +6,519.3% | +2,668.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling