+16,737.1%
KLAC vs XLY
+1,114.2%
+15,622.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.0% |
| 7D | -2.7% | -1.7% | -1.0% | -0.9% |
| 30D | -13.2% | -4.2% | -9.0% | -9.5% |
| 3M | -25.0% | -2.7% | -22.3% | -23.5% |
| 6M | +23.6% | -0.6% | +24.2% | +23.9% |
| 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% | +177.2% |
| 5Y | +440.9% | +28.7% | +412.2% | +319.4% |
| 10Y | +2,947.7% | +219.6% | +2,728.1% | +887.1% |
| All | +16,737.1% | +1,114.2% | +15,622.9% | +1,256.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling