+452.1%
KLAC vs XLB
+35.5%
+416.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.2% | -2.0% |
| 7D | +6.2% | -2.9% | +9.1% | +9.9% |
| 30D | -5.0% | -3.4% | -1.6% | -1.4% |
| 3M | -14.4% | +1.6% | -16.0% | -16.9% |
| 6M | +28.3% | +3.6% | +24.7% | +22.0% |
| YTD | +51.1% | +14.2% | +36.8% | +28.0% |
| 1Y | +100.4% | +15.6% | +84.8% | +66.9% |
| 3Y | +276.3% | +33.1% | +243.2% | +164.4% |
| 5Y | +452.1% | +35.0% | +417.0% | +295.6% |
| All | +452.1% | +35.5% | +416.6% | +295.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling