+6,973.2%
KLAC vs XME
+170.7%
+6,802.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.4% |
| 7D | +10.0% | +0.3% | +9.7% | +10.0% |
| 30D | -14.8% | -6.1% | -8.7% | -11.5% |
| 3M | -27.2% | -18.6% | -8.5% | -19.0% |
| 6M | -17.5% | -23.9% | +6.4% | -4.5% |
| YTD | +25.8% | -9.3% | +35.2% | +33.9% |
| 1Y | +31.8% | +1.8% | +30.1% | +32.7% |
| 3Y | +195.3% | +93.0% | +102.3% | +118.4% |
| 5Y | +285.9% | +107.0% | +179.0% | +172.3% |
| 10Y | +2,247.6% | +266.9% | +1,980.7% | +1,111.0% |
| All | +6,973.2% | +170.7% | +6,802.5% | +3,153.6% |
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