+154,996.0%
KLAC vs XOM
+4,403.0%
+150,593.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -4.1% |
| 7D | +6.2% | 0.0% | +6.1% | +6.1% |
| 30D | -5.0% | +3.4% | -8.4% | -6.6% |
| 3M | -14.4% | +11.0% | -25.4% | -19.0% |
| 6M | +28.3% | +10.6% | +17.7% | +20.0% |
| YTD | +51.1% | +39.2% | +11.9% | +27.5% |
| 1Y | +100.4% | +52.7% | +47.7% | +61.7% |
| 3Y | +276.3% | +56.8% | +219.6% | +194.9% |
| 5Y | +452.1% | +261.8% | +190.3% | +186.9% |
| 10Y | +2,986.0% | +191.3% | +2,794.7% | +1,568.3% |
| All | +154,996.0% | +4,403.0% | +150,593.1% | +35,549.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling