+470.0%
KLAC vs XLP
+32.7%
+437.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.8% | +8.1% | +7.6% |
| 7D | +5.7% | -1.0% | +6.7% | +6.1% |
| 30D | -3.6% | -0.9% | -2.7% | -3.5% |
| 3M | -12.8% | +3.8% | -16.6% | -15.4% |
| 6M | +26.1% | -1.7% | +27.8% | +26.0% |
| YTD | +53.3% | +10.3% | +43.1% | +42.1% |
| 1Y | +113.7% | +7.8% | +105.9% | +100.3% |
| 3Y | +274.9% | +27.2% | +247.7% | +194.9% |
| All | +470.0% | +32.7% | +437.3% | +347.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling