+6,316.6%
KLAC vs XPO
+10,152.6%
-3,836.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.1% |
| 7D | +10.6% | +2.7% | +7.9% | +10.1% |
| 30D | -4.5% | -6.2% | +1.7% | -3.3% |
| 3M | -10.3% | -15.4% | +5.1% | -7.3% |
| 6M | +40.9% | +0.7% | +40.1% | +41.1% |
| YTD | +56.1% | +39.8% | +16.3% | +47.6% |
| 1Y | +109.0% | +43.3% | +65.7% | +96.0% |
| 3Y | +288.8% | +166.0% | +122.8% | +225.2% |
| 5Y | +489.1% | +274.2% | +215.0% | +358.3% |
| 10Y | +3,041.8% | +1,429.0% | +1,612.7% | +1,981.6% |
| All | +6,316.6% | +10,152.6% | -3,836.0% | +3,505.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling