+3,917.1%
KLAC vs XLRE
+107.7%
+3,809.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.5% |
| 7D | +2.5% | -2.7% | +5.2% | +4.6% |
| 30D | -11.5% | -2.3% | -9.2% | -9.9% |
| 3M | -16.9% | -3.5% | -13.5% | -15.6% |
| 6M | +22.2% | +1.9% | +20.4% | +18.7% |
| YTD | +46.4% | +8.3% | +38.0% | +35.4% |
| 1Y | +91.0% | +6.4% | +84.6% | +79.0% |
| 3Y | +264.6% | +30.2% | +234.3% | +183.4% |
| 5Y | +430.6% | +8.6% | +422.0% | +380.6% |
| 10Y | +2,889.3% | +87.4% | +2,801.9% | +1,702.8% |
| All | +3,917.1% | +107.7% | +3,809.3% | +2,268.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling