+279.1%
KLAC vs XLC
+70.4%
+208.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.6% |
| 7D | +6.2% | -1.4% | +7.6% | +7.6% |
| 30D | -5.0% | -0.9% | -4.1% | -4.6% |
| 3M | -14.4% | -0.3% | -14.1% | -15.5% |
| 6M | +28.3% | -5.2% | +33.5% | +34.1% |
| YTD | +51.1% | -5.3% | +56.4% | +58.0% |
| 1Y | +100.4% | -2.8% | +103.2% | +103.0% |
| All | +279.1% | +70.4% | +208.6% | +111.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling