+35.9%
KLAC vs XLE
+43.4%
-7.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.9% | +3.4% | +5.8% |
| 7D | +7.5% | -0.2% | +7.7% | +7.2% |
| 30D | -15.3% | -4.0% | -11.3% | -16.6% |
| 3M | -19.6% | +4.6% | -24.2% | -17.1% |
| 6M | -12.5% | +12.3% | -24.8% | -5.6% |
| YTD | +33.0% | +44.5% | -11.5% | +47.5% |
| 1Y | +35.9% | +42.4% | -6.5% | +51.8% |
| All | +35.9% | +43.4% | -7.5% | +51.8% |
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