+16,948.7%
KLAC vs XLU
+630.6%
+16,318.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.5% |
| 7D | +6.2% | +0.6% | +5.5% | +5.8% |
| 30D | -5.0% | -0.4% | -4.6% | -4.7% |
| 3M | -14.4% | -1.7% | -12.7% | -13.7% |
| 6M | +28.3% | -7.1% | +35.4% | +33.5% |
| YTD | +51.1% | +1.9% | +49.2% | +48.1% |
| 1Y | +100.4% | +6.1% | +94.3% | +91.5% |
| 3Y | +276.3% | +48.8% | +227.6% | +182.4% |
| 5Y | +452.1% | +43.8% | +408.3% | +317.9% |
| 10Y | +2,986.0% | +143.2% | +2,842.8% | +1,532.7% |
| All | +16,948.7% | +630.6% | +16,318.1% | +3,918.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling