+89.3%
KLAC vs XOM
+53.3%
+36.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +2.2% |
| 7D | -2.7% | +4.1% | -6.8% | -0.6% |
| 30D | -13.2% | +4.6% | -17.7% | -10.9% |
| 3M | -25.0% | +14.0% | -39.0% | -18.8% |
| 6M | +23.6% | +11.0% | +12.6% | +30.8% |
| YTD | +49.2% | +40.7% | +8.5% | +63.6% |
| 1Y | +89.3% | +52.3% | +37.0% | +111.0% |
| All | +89.3% | +53.3% | +36.0% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XOM.
Daily Out/Under-Performance
Portfolio return minus XOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOM 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 1y: compounded portfolio wealth divided by compounded XOM 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…
1y analysis · Full analysis span regression · 6 months rolling