+6.3%
KLAC vs XLV
+30.0%
-23.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | -2.5% | -10.8% | -14.1% |
| 7D | -22.5% | +0.5% | -22.9% | -22.1% |
| 30D | -34.3% | +10.7% | -44.9% | -31.1% |
| 3M | -32.6% | +13.1% | -45.7% | -28.7% |
| 6M | -24.9% | +28.3% | -53.2% | -22.6% |
| YTD | +7.2% | +20.9% | -13.7% | +13.7% |
| 1Y | +6.3% | +29.1% | -22.7% | +11.2% |
| All | +6.3% | +30.0% | -23.6% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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