+89.3%
KLAC vs XLU
+3.1%
+86.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | -2.7% | -1.6% | -1.1% | -2.0% |
| 30D | -13.2% | -3.3% | -9.9% | -12.0% |
| 3M | -25.0% | -3.2% | -21.9% | -24.5% |
| 6M | +23.6% | -7.0% | +30.6% | +26.7% |
| YTD | +49.2% | +0.6% | +48.6% | +41.0% |
| 1Y | +89.3% | +2.4% | +86.9% | +84.2% |
| All | +89.3% | +3.1% | +86.2% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 1y: compounded portfolio wealth divided by compounded XLU 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…
1y analysis · Full analysis span regression · 6 months rolling