+89.3%
KLAC vs XLF
+9.3%
+80.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.6% |
| 7D | -2.7% | -1.5% | -1.2% | -2.0% |
| 30D | -13.2% | -1.2% | -12.0% | -12.8% |
| 3M | -25.0% | +9.2% | -34.2% | -29.4% |
| 6M | +23.6% | +16.3% | +7.3% | +9.3% |
| YTD | +49.2% | +5.4% | +43.8% | +44.9% |
| 1Y | +89.3% | +7.6% | +81.7% | +76.0% |
| All | +89.3% | +9.3% | +80.0% | +76.0% |
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