+281.0%
KLAC vs XLE
+150.9%
+130.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.5% | +8.8% | +9.1% |
| 7D | -1.1% | -7.9% | +6.8% | +1.9% |
| 30D | -22.6% | -4.8% | -17.8% | -21.3% |
| 3M | -23.5% | +8.4% | -31.9% | -26.0% |
| 6M | -18.8% | +12.7% | -31.5% | -23.1% |
| YTD | +25.0% | +41.3% | -16.2% | +5.4% |
| 1Y | +27.5% | +42.3% | -14.8% | +6.8% |
| 3Y | +206.1% | +65.1% | +141.1% | +140.2% |
| 5Y | +281.0% | +150.2% | +130.8% | +151.6% |
| All | +281.0% | +150.9% | +130.1% | +151.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling