+14,009.9%
KLAC vs XLE
+991.8%
+13,018.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.5% | +8.8% | +9.1% |
| 7D | -1.1% | -7.9% | +6.8% | +3.1% |
| 30D | -22.6% | -4.8% | -17.8% | -20.8% |
| 3M | -23.5% | +8.4% | -31.9% | -26.8% |
| 6M | -18.8% | +12.7% | -31.5% | -24.5% |
| YTD | +25.0% | +41.3% | -16.2% | +2.5% |
| 1Y | +27.5% | +42.3% | -14.8% | +3.9% |
| 3Y | +206.1% | +65.1% | +141.1% | +130.5% |
| 5Y | +281.0% | +150.2% | +130.8% | +124.7% |
| 10Y | +2,249.0% | +163.9% | +2,085.1% | +1,142.8% |
| All | +14,009.9% | +991.8% | +13,018.1% | +2,999.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling