+1,494.9%
KLAC vs XLC
+134.8%
+1,360.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.2% |
| 7D | +21.2% | +3.1% | +18.1% | +17.4% |
| 30D | -14.5% | -4.2% | -10.3% | -10.3% |
| 3M | -24.4% | -2.1% | -22.2% | -23.4% |
| 6M | -12.9% | -6.6% | -6.3% | -8.5% |
| YTD | +29.9% | -7.8% | +37.7% | +38.4% |
| 1Y | +31.9% | -4.1% | +36.0% | +34.1% |
| 3Y | +201.5% | +62.6% | +138.9% | +66.0% |
| 5Y | +298.6% | +39.6% | +258.9% | +168.1% |
| All | +1,494.9% | +134.8% | +1,360.1% | +421.8% |
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