+113.7%
KLAC vs XLF
+9.9%
+103.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.8% | +8.1% | +7.7% |
| 7D | +5.7% | 0.0% | +5.7% | +5.7% |
| 30D | -3.6% | +0.2% | -3.8% | -3.8% |
| 3M | -12.8% | +11.7% | -24.5% | -18.7% |
| 6M | +26.1% | +13.8% | +12.3% | +15.3% |
| YTD | +53.3% | +7.0% | +46.3% | +47.8% |
| 1Y | +113.7% | +9.1% | +104.5% | +100.0% |
| All | +113.7% | +9.9% | +103.8% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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