+17,514.5%
KLAC vs XLI
+1,115.6%
+16,398.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.4% |
| 7D | +10.6% | +1.0% | +9.6% | +9.3% |
| 30D | -4.5% | -5.8% | +1.3% | +2.6% |
| 3M | -10.3% | +0.7% | -11.0% | -9.6% |
| 6M | +40.9% | +3.2% | +37.7% | +38.7% |
| YTD | +56.1% | +13.0% | +43.1% | +39.2% |
| 1Y | +109.0% | +16.8% | +92.2% | +80.4% |
| 3Y | +288.8% | +72.4% | +216.4% | +121.1% |
| 5Y | +489.1% | +82.8% | +406.4% | +223.1% |
| 10Y | +3,041.8% | +252.4% | +2,789.3% | +733.1% |
| All | +17,514.5% | +1,115.6% | +16,398.9% | +930.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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