+423.1%
KLAC vs XOM
+260.3%
+162.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.2% |
| 7D | +2.5% | +1.9% | +0.6% | +2.1% |
| 30D | -11.5% | +4.1% | -15.6% | -12.1% |
| 3M | -16.9% | +10.4% | -27.4% | -18.5% |
| 6M | +22.2% | +13.0% | +9.2% | +18.1% |
| YTD | +46.4% | +40.1% | +6.3% | +32.9% |
| 1Y | +91.0% | +51.1% | +39.9% | +69.3% |
| 3Y | +264.6% | +57.7% | +206.8% | +217.4% |
| All | +423.1% | +260.3% | +162.8% | +263.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling