+14,907.5%
KLAC vs XLP
+578.7%
+14,328.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.8% | +4.9% |
| 7D | +7.5% | -0.5% | +8.0% | +8.0% |
| 30D | -15.3% | +8.3% | -23.7% | -21.1% |
| 3M | -19.6% | +8.7% | -28.3% | -25.7% |
| 6M | -12.5% | +11.2% | -23.7% | -22.3% |
| YTD | +33.0% | +20.0% | +13.0% | +10.1% |
| 1Y | +35.9% | +21.3% | +14.6% | +11.1% |
| 3Y | +208.6% | +43.8% | +164.8% | +112.3% |
| 5Y | +309.5% | +43.3% | +266.2% | +183.9% |
| 10Y | +2,381.5% | +136.8% | +2,244.8% | +1,084.2% |
| All | +14,907.5% | +578.7% | +14,328.7% | +3,684.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling