+286.1%
KLAC vs XLP
+44.5%
+241.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.5% |
| 7D | +10.0% | +2.5% | +7.5% | +9.4% |
| 30D | -14.8% | +7.3% | -22.1% | -16.3% |
| 3M | -27.2% | +8.1% | -35.3% | -28.7% |
| 6M | -17.5% | +10.5% | -27.9% | -20.6% |
| YTD | +25.8% | +21.2% | +4.6% | +13.8% |
| 1Y | +31.8% | +22.7% | +9.1% | +18.0% |
| 3Y | +195.3% | +44.8% | +150.5% | +118.5% |
| All | +286.1% | +44.5% | +241.7% | +206.0% |
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 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