+2,896.3%
KLAC vs XYL
+150.5%
+2,745.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.7% |
| 7D | -2.7% | +1.2% | -3.9% | -3.5% |
| 30D | -13.2% | -11.9% | -1.2% | -4.7% |
| 3M | -25.0% | -1.5% | -23.5% | -24.9% |
| 6M | +23.6% | -11.9% | +35.5% | +34.8% |
| YTD | +49.2% | -20.6% | +69.8% | +75.3% |
| 1Y | +89.3% | -23.5% | +112.8% | +129.4% |
| 3Y | +274.4% | +14.9% | +259.5% | +232.7% |
| 5Y | +440.9% | -15.3% | +456.2% | +487.5% |
| All | +2,896.3% | +150.5% | +2,745.8% | +1,636.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling