+113.7%
KLAC vs XLP
+7.6%
+106.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.8% | +8.1% | +6.3% |
| 7D | +5.7% | -1.0% | +6.7% | +4.5% |
| 30D | -3.6% | -0.9% | -2.7% | -4.3% |
| 3M | -12.8% | +3.8% | -16.6% | -8.5% |
| 6M | +26.1% | -1.7% | +27.8% | +26.6% |
| YTD | +53.3% | +10.3% | +43.1% | +77.0% |
| 1Y | +113.7% | +7.8% | +105.9% | +147.0% |
| All | +113.7% | +7.6% | +106.0% | +147.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 1y: compounded portfolio wealth divided by compounded XLP 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…
1y analysis · Full analysis span regression · 6 months rolling