+8,518.6%
KLAC vs XRT
+514.3%
+8,004.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.0% | +6.3% | +6.6% |
| 7D | +5.7% | +0.8% | +4.9% | +5.1% |
| 30D | -3.6% | -4.2% | +0.6% | -0.7% |
| 3M | -12.8% | +5.1% | -17.9% | -16.6% |
| 6M | +26.1% | +2.4% | +23.6% | +23.1% |
| YTD | +53.3% | +3.2% | +50.1% | +48.8% |
| 1Y | +113.7% | +1.5% | +112.2% | +109.5% |
| 3Y | +274.9% | +40.6% | +234.3% | +184.6% |
| 5Y | +470.1% | -1.0% | +471.1% | +457.4% |
| 10Y | +2,997.0% | +128.4% | +2,868.6% | +1,336.7% |
| All | +8,518.6% | +514.3% | +8,004.3% | +1,502.9% |
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