+26.2%
KLAC vs XLC
-5.6%
+31.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.5% | -7.6% | -4.1% |
| 7D | -5.7% | +1.8% | -7.4% | -5.6% |
| 30D | -27.6% | -6.0% | -21.6% | -27.2% |
| 3M | -23.3% | -6.0% | -17.3% | -23.0% |
| 6M | -12.4% | -9.1% | -3.3% | -7.7% |
| YTD | +23.7% | -10.0% | +33.8% | +30.8% |
| 1Y | +26.2% | -5.8% | +32.0% | +25.2% |
| All | +26.2% | -5.6% | +31.7% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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