+195.3%
KLAC vs XME
+93.2%
+102.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -1.9% |
| 7D | +10.0% | +0.3% | +9.7% | +9.9% |
| 30D | -14.8% | -6.1% | -8.7% | -9.7% |
| 3M | -27.2% | -18.6% | -8.5% | -14.4% |
| 6M | -17.5% | -23.9% | +6.4% | +2.2% |
| YTD | +25.8% | -9.3% | +35.2% | +36.6% |
| 1Y | +31.8% | +1.8% | +30.1% | +31.6% |
| 3Y | +195.3% | +93.0% | +102.3% | +82.7% |
| All | +195.3% | +93.2% | +102.1% | +82.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling