+2,257.9%
KLAC vs XLP
+136.1%
+2,121.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +0.9% |
| 7D | -2.1% | +2.3% | -4.4% | -4.0% |
| 30D | -21.8% | +9.1% | -30.9% | -28.1% |
| 3M | -20.5% | +7.9% | -28.4% | -26.7% |
| 6M | -18.0% | +9.6% | -27.6% | -27.3% |
| YTD | +26.4% | +19.4% | +6.9% | +1.4% |
| 1Y | +26.3% | +22.4% | +3.9% | -1.7% |
| 3Y | +193.3% | +43.2% | +150.1% | +81.2% |
| 5Y | +297.2% | +42.6% | +254.6% | +145.5% |
| All | +2,257.9% | +136.1% | +2,121.8% | +753.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling