+23.6%
KLAC vs XLY
-1.2%
+24.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.2% |
| 7D | -2.7% | -1.7% | -1.0% | -1.2% |
| 30D | -13.2% | -4.2% | -9.0% | -10.0% |
| 3M | -25.0% | -2.7% | -22.3% | -23.5% |
| 6M | +23.6% | -0.6% | +24.2% | +23.0% |
| All | +23.6% | -1.2% | +24.8% | +23.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling