+433.3%
KLAC vs XLF
+65.0%
+368.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.3% |
| 7D | -2.7% | -1.5% | -1.2% | -1.2% |
| 30D | -13.2% | -1.2% | -12.0% | -12.3% |
| 3M | -25.0% | +9.2% | -34.2% | -32.5% |
| 6M | +23.6% | +16.3% | +7.3% | +3.6% |
| YTD | +49.2% | +5.4% | +43.8% | +39.4% |
| 1Y | +89.3% | +7.6% | +81.7% | +72.7% |
| 3Y | +274.4% | +74.2% | +200.2% | +94.5% |
| All | +433.3% | +65.0% | +368.3% | +202.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling