+433.3%
KLAC vs XME
+162.6%
+270.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +2.9% | +2.6% |
| 7D | -2.7% | -4.2% | +1.5% | +0.2% |
| 30D | -13.2% | -2.7% | -10.5% | -11.8% |
| 3M | -25.0% | -3.9% | -21.1% | -23.0% |
| 6M | +23.6% | -1.0% | +24.6% | +24.4% |
| YTD | +49.2% | +9.8% | +39.4% | +40.8% |
| 1Y | +89.3% | +32.5% | +56.8% | +56.9% |
| 3Y | +274.4% | +124.3% | +150.0% | +119.7% |
| All | +433.3% | +162.6% | +270.7% | +184.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling