+433.3%
KLAC vs XLK
+146.9%
+286.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.6% | +0.1% |
| 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% | -25.6% |
| 6M | +23.6% | +34.0% | -10.4% | -13.6% |
| YTD | +49.2% | +30.7% | +18.5% | +8.8% |
| 1Y | +89.3% | +39.2% | +50.1% | +27.6% |
| 3Y | +274.4% | +120.4% | +153.9% | +43.8% |
| All | +433.3% | +146.9% | +286.4% | +85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling