+298.6%
KLAC vs XLC
+41.0%
+257.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.3% |
| 7D | +21.2% | +3.1% | +18.1% | +17.8% |
| 30D | -14.5% | -4.2% | -10.3% | -10.6% |
| 3M | -24.4% | -2.1% | -22.2% | -23.4% |
| 6M | -12.9% | -6.6% | -6.3% | -8.6% |
| YTD | +29.9% | -7.8% | +37.7% | +38.1% |
| 1Y | +31.9% | -4.1% | +36.0% | +34.1% |
| 3Y | +201.5% | +62.6% | +138.9% | +73.2% |
| 5Y | +298.6% | +39.6% | +258.9% | +172.7% |
| All | +298.6% | +41.0% | +257.6% | +172.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling