+91.0%
KLAC vs XLC
-2.1%
+93.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.3% |
| 7D | +2.5% | -1.7% | +4.1% | +2.8% |
| 30D | -11.5% | +0.2% | -11.7% | -11.7% |
| 3M | -16.9% | +0.7% | -17.6% | -16.7% |
| 6M | +22.2% | -4.5% | +26.7% | +28.4% |
| YTD | +46.4% | -4.7% | +51.1% | +54.7% |
| 1Y | +91.0% | -1.5% | +92.5% | +94.6% |
| All | +91.0% | -2.1% | +93.1% | +94.6% |
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