+2,896.3%
KLAC vs XME
+421.4%
+2,475.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +2.9% | +2.6% |
| 7D | -2.7% | -4.2% | +1.5% | 0.0% |
| 30D | -13.2% | -2.7% | -10.5% | -11.9% |
| 3M | -25.0% | -3.9% | -21.1% | -23.0% |
| 6M | +23.6% | -1.0% | +24.6% | +24.6% |
| YTD | +49.2% | +9.8% | +39.4% | +41.4% |
| 1Y | +89.3% | +32.5% | +56.8% | +58.7% |
| 3Y | +274.4% | +124.3% | +150.0% | +126.3% |
| 5Y | +440.9% | +165.8% | +275.1% | +187.4% |
| All | +2,896.3% | +421.4% | +2,475.0% | +900.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling