+113.7%
KLAC vs XYL
-23.4%
+137.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.0% | +9.4% | +8.7% |
| 7D | +5.7% | -5.0% | +10.8% | +9.5% |
| 30D | -3.6% | -13.2% | +9.6% | +6.4% |
| 3M | -12.8% | -3.7% | -9.1% | -12.9% |
| 6M | +26.1% | -17.7% | +43.7% | +43.2% |
| YTD | +53.3% | -21.5% | +74.8% | +76.9% |
| 1Y | +113.7% | -24.5% | +138.2% | +166.8% |
| All | +113.7% | -23.4% | +137.1% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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