+113.7%
KLAC vs XPO
+53.4%
+60.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.5% | +2.8% | +5.2% |
| 7D | +5.7% | +2.4% | +3.3% | +4.5% |
| 30D | -3.6% | -3.5% | -0.1% | -1.8% |
| 3M | -12.8% | -11.9% | -0.9% | -7.6% |
| 6M | +26.1% | -10.0% | +36.0% | +31.0% |
| YTD | +53.3% | +42.1% | +11.2% | +45.6% |
| 1Y | +113.7% | +47.6% | +66.1% | +105.9% |
| All | +113.7% | +53.4% | +60.3% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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