+6.3%
KLAC vs XLY
-0.8%
+7.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | -3.8% | -9.5% | -9.8% |
| 7D | -22.5% | +1.2% | -23.7% | -23.0% |
| 30D | -34.3% | +5.3% | -39.6% | -37.0% |
| 3M | -32.6% | -0.6% | -32.0% | -31.9% |
| 6M | -24.9% | +0.1% | -25.0% | -24.7% |
| YTD | +7.2% | -0.9% | +8.1% | +8.3% |
| 1Y | +6.3% | -1.6% | +7.9% | +8.6% |
| All | +6.3% | -0.8% | +7.2% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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