+274.4%
KLAC vs XLK
+119.6%
+154.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.6% | 0.0% |
| 7D | -2.7% | +0.2% | -2.9% | -2.9% |
| 30D | -13.2% | -0.6% | -12.5% | -12.3% |
| 3M | -25.0% | +2.6% | -27.6% | -25.7% |
| 6M | +23.6% | +34.0% | -10.4% | -15.3% |
| YTD | +49.2% | +30.7% | +18.5% | +6.8% |
| 1Y | +89.3% | +39.2% | +50.1% | +24.9% |
| 3Y | +274.4% | +120.4% | +153.9% | +37.4% |
| All | +274.4% | +119.6% | +154.7% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 3y: compounded portfolio wealth divided by compounded XLK 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…
3y analysis · Full analysis span regression · 6 months rolling