+433.3%
KLAC vs XLY
+28.1%
+405.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.0% |
| 7D | -2.7% | -1.7% | -1.0% | -0.8% |
| 30D | -13.2% | -4.2% | -9.0% | -9.4% |
| 3M | -25.0% | -2.7% | -22.3% | -23.5% |
| 6M | +23.6% | -0.6% | +24.2% | +23.8% |
| YTD | +49.2% | -5.0% | +54.2% | +57.1% |
| 1Y | +89.3% | -4.1% | +93.4% | +97.6% |
| 3Y | +274.4% | +33.6% | +240.8% | +172.7% |
| All | +433.3% | +28.1% | +405.2% | +314.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling