+26.2%
KLAC vs XLB
+29.8%
-3.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.5% | -6.6% | -6.0% |
| 7D | -5.7% | +3.9% | -9.6% | -8.8% |
| 30D | -27.6% | +8.9% | -36.5% | -32.9% |
| 3M | -23.3% | +4.1% | -27.4% | -26.1% |
| 6M | -12.4% | +7.3% | -19.7% | -18.7% |
| YTD | +23.7% | +20.4% | +3.4% | +3.2% |
| 1Y | +26.2% | +29.5% | -3.4% | -0.1% |
| All | +26.2% | +29.8% | -3.7% | -0.1% |
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