+26.1%
KLAC vs XLP
-2.5%
+28.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.8% | +8.1% | +6.2% |
| 7D | +5.7% | -1.0% | +6.7% | +4.3% |
| 30D | -3.6% | -0.9% | -2.7% | -4.4% |
| 3M | -12.8% | +3.8% | -16.6% | -9.1% |
| 6M | +26.1% | -1.7% | +27.8% | +31.1% |
| All | +26.1% | -2.5% | +28.5% | +31.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling