+113.7%
KLAC vs XOP
+49.8%
+63.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.8% | +8.2% | +7.1% |
| 7D | +5.7% | +2.6% | +3.2% | +6.4% |
| 30D | -3.6% | +15.4% | -19.1% | -0.4% |
| 3M | -12.8% | +12.1% | -24.9% | -9.9% |
| 6M | +26.1% | +19.7% | +6.4% | +28.4% |
| YTD | +53.3% | +52.4% | +0.9% | +51.3% |
| 1Y | +113.7% | +47.6% | +66.1% | +112.6% |
| All | +113.7% | +49.8% | +63.9% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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