+16,737.1%
KLAC vs XLV
+897.9%
+15,839.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.1% | +2.2% |
| 7D | -2.7% | -3.6% | +0.9% | +1.1% |
| 30D | -13.2% | -1.8% | -11.3% | -12.0% |
| 3M | -25.0% | +7.8% | -32.8% | -32.9% |
| 6M | +23.6% | +9.1% | +14.5% | +8.6% |
| YTD | +49.2% | +7.7% | +41.5% | +32.7% |
| 1Y | +89.3% | +20.4% | +68.9% | +47.9% |
| 3Y | +274.4% | +30.8% | +243.6% | +164.7% |
| 5Y | +440.9% | +34.6% | +406.3% | +274.3% |
| 10Y | +2,947.7% | +173.4% | +2,774.3% | +902.8% |
| All | +16,737.1% | +897.9% | +15,839.2% | +1,180.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling