+2,934.0%
KLAC vs XRT
+126.9%
+2,807.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.0% |
| 7D | +6.2% | -2.4% | +8.6% | +8.1% |
| 30D | -5.0% | -6.9% | +2.0% | -0.1% |
| 3M | -14.4% | -0.4% | -14.0% | -14.9% |
| 6M | +28.3% | +2.2% | +26.1% | +25.3% |
| YTD | +51.1% | -0.7% | +51.8% | +50.8% |
| 1Y | +100.4% | -2.0% | +102.4% | +101.6% |
| 3Y | +276.3% | +41.0% | +235.3% | +187.7% |
| 5Y | +452.1% | -3.3% | +455.4% | +444.5% |
| All | +2,934.0% | +126.9% | +2,807.1% | +1,277.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling