+274.4%
KLAC vs XLRE
+31.2%
+243.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.5% |
| 7D | -2.7% | -1.2% | -1.5% | -2.1% |
| 30D | -13.2% | -2.4% | -10.8% | -12.2% |
| 3M | -25.0% | -2.5% | -22.5% | -24.7% |
| 6M | +23.6% | +4.0% | +19.6% | +19.0% |
| YTD | +49.2% | +9.3% | +39.9% | +39.6% |
| 1Y | +89.3% | +5.6% | +83.7% | +80.6% |
| 3Y | +274.4% | +31.3% | +243.1% | +200.1% |
| All | +274.4% | +31.2% | +243.2% | +200.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 3y: compounded portfolio wealth divided by compounded XLRE 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…
3y analysis · Full analysis span regression · 6 months rolling