+2,896.3%
KLAC vs XLB
+163.8%
+2,732.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.5% |
| 7D | -2.7% | -2.8% | +0.2% | +0.6% |
| 30D | -13.2% | -3.1% | -10.1% | -10.2% |
| 3M | -25.0% | -0.2% | -24.9% | -25.7% |
| 6M | +23.6% | +3.1% | +20.5% | +18.8% |
| YTD | +49.2% | +13.3% | +35.9% | +29.2% |
| 1Y | +89.3% | +12.0% | +77.3% | +65.6% |
| 3Y | +274.4% | +31.4% | +243.0% | +175.3% |
| 5Y | +440.9% | +33.9% | +407.0% | +297.1% |
| All | +2,896.3% | +163.8% | +2,732.5% | +1,050.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling