+8,518.6%
KLAC vs XME
+242.3%
+8,276.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.1% | +7.2% |
| 7D | +5.7% | -0.1% | +5.8% | +5.8% |
| 30D | -3.6% | +6.0% | -9.6% | -6.6% |
| 3M | -12.8% | -7.7% | -5.1% | -8.8% |
| 6M | +26.1% | +1.0% | +25.1% | +26.1% |
| YTD | +53.3% | +14.6% | +38.7% | +44.4% |
| 1Y | +113.7% | +46.0% | +67.7% | +78.4% |
| 3Y | +274.9% | +127.0% | +147.9% | +153.3% |
| 5Y | +470.1% | +175.8% | +294.3% | +246.4% |
| 10Y | +2,997.0% | +414.6% | +2,582.4% | +1,246.2% |
| All | +8,518.6% | +242.3% | +8,276.3% | +3,407.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling