+1,816.1%
KLAC vs XLC
+142.6%
+1,673.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.3% |
| 7D | +10.6% | +0.6% | +10.0% | +9.7% |
| 30D | -4.5% | +0.2% | -4.7% | -5.3% |
| 3M | -10.3% | +0.6% | -10.9% | -12.8% |
| 6M | +40.9% | -4.5% | +45.4% | +45.3% |
| YTD | +56.1% | -4.7% | +60.8% | +61.2% |
| 1Y | +109.0% | -1.7% | +110.7% | +108.2% |
| 3Y | +288.8% | +72.3% | +216.6% | +101.2% |
| 5Y | +489.1% | +37.8% | +451.4% | +307.1% |
| All | +1,816.1% | +142.6% | +1,673.5% | +507.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling