+252.2%
KLAC vs XLP
+40.8%
+211.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.3% | +8.0% | +7.0% |
| 7D | -12.3% | +0.7% | -13.0% | -12.5% |
| 30D | -29.6% | +10.3% | -39.9% | -31.6% |
| 3M | -28.2% | +6.5% | -34.8% | -29.6% |
| 6M | -23.6% | +8.4% | -32.0% | -26.3% |
| YTD | +14.4% | +18.2% | -3.8% | +4.0% |
| 1Y | +15.4% | +22.4% | -7.0% | +2.2% |
| 3Y | +184.3% | +41.9% | +142.4% | +110.6% |
| All | +252.2% | +40.8% | +211.4% | +180.4% |
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