+6,973.2%
KLAC vs XRT
+539.9%
+6,433.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.5% |
| 7D | +10.0% | +1.7% | +8.3% | +8.7% |
| 30D | -14.8% | +7.5% | -22.3% | -19.8% |
| 3M | -27.2% | +2.2% | -29.4% | -29.0% |
| 6M | -17.5% | +14.7% | -32.1% | -26.6% |
| YTD | +25.8% | +7.5% | +18.3% | +17.5% |
| 1Y | +31.8% | +14.1% | +17.7% | +17.4% |
| 3Y | +195.3% | +58.8% | +136.5% | +103.3% |
| 5Y | +285.9% | -3.9% | +289.9% | +283.6% |
| 10Y | +2,247.6% | +137.7% | +2,109.9% | +950.4% |
| All | +6,973.2% | +539.9% | +6,433.3% | +1,166.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling