+113.7%
KLAC vs XLB
+17.4%
+96.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.3% | +7.7% | +7.6% |
| 7D | +5.7% | -1.4% | +7.1% | +7.1% |
| 30D | -3.6% | -0.4% | -3.2% | -3.5% |
| 3M | -12.8% | +2.0% | -14.8% | -15.1% |
| 6M | +26.1% | +1.8% | +24.2% | +23.3% |
| YTD | +53.3% | +16.6% | +36.7% | +33.5% |
| 1Y | +113.7% | +16.9% | +96.7% | +84.2% |
| All | +113.7% | +17.4% | +96.3% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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