+433.3%
KLAC vs XLV
+33.9%
+399.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.1% | +2.1% |
| 7D | -2.7% | -3.6% | +0.9% | +0.2% |
| 30D | -13.2% | -1.8% | -11.3% | -12.3% |
| 3M | -25.0% | +7.8% | -32.8% | -31.8% |
| 6M | +23.6% | +9.1% | +14.5% | +10.7% |
| YTD | +49.2% | +7.7% | +41.5% | +35.1% |
| 1Y | +89.3% | +20.4% | +68.9% | +50.9% |
| 3Y | +274.4% | +30.8% | +243.6% | +166.9% |
| All | +433.3% | +33.9% | +399.4% | +263.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling