+113.7%
KLAC vs XLE
+49.3%
+64.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.9% | +8.2% | +7.0% |
| 7D | +5.7% | +2.2% | +3.5% | +6.7% |
| 30D | -3.6% | +11.8% | -15.4% | +0.9% |
| 3M | -12.8% | +9.8% | -22.6% | -8.2% |
| 6M | +26.1% | +15.6% | +10.5% | +32.2% |
| YTD | +53.3% | +45.3% | +8.1% | +59.5% |
| 1Y | +113.7% | +48.3% | +65.4% | +119.5% |
| All | +113.7% | +49.3% | +64.4% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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