+16,948.7%
KLAC vs XLF
+409.8%
+16,538.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.9% |
| 7D | +6.2% | -1.0% | +7.2% | +6.9% |
| 30D | -5.0% | -1.3% | -3.7% | -4.2% |
| 3M | -14.4% | +9.1% | -23.6% | -20.0% |
| 6M | +28.3% | +14.4% | +13.9% | +15.9% |
| YTD | +51.1% | +5.1% | +46.0% | +45.0% |
| 1Y | +100.4% | +8.6% | +91.7% | +87.8% |
| 3Y | +276.3% | +74.4% | +201.9% | +154.9% |
| 5Y | +452.1% | +64.4% | +387.7% | +297.4% |
| 10Y | +2,986.0% | +251.6% | +2,734.4% | +1,252.2% |
| All | +16,948.7% | +409.8% | +16,538.9% | +4,660.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling