+2,381.5%
KLAC vs XLE
+170.5%
+2,211.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.9% | +3.4% | +4.4% |
| 7D | +7.5% | -0.2% | +7.7% | +7.8% |
| 30D | -15.3% | -4.0% | -11.3% | -13.7% |
| 3M | -19.6% | +4.6% | -24.2% | -21.5% |
| 6M | -12.5% | +12.3% | -24.8% | -18.1% |
| YTD | +33.0% | +44.5% | -11.5% | +8.5% |
| 1Y | +35.9% | +42.4% | -6.5% | +11.4% |
| 3Y | +208.6% | +67.0% | +141.6% | +132.9% |
| 5Y | +309.5% | +161.9% | +147.6% | +138.5% |
| 10Y | +2,381.5% | +173.9% | +2,207.7% | +1,204.9% |
| All | +2,381.5% | +170.5% | +2,211.1% | +1,204.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling