+7,222.2%
KLAC vs XYL
+466.0%
+6,756.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.1% | -0.1% |
| 7D | +10.6% | +1.8% | +8.8% | +9.2% |
| 30D | -4.5% | -9.2% | +4.7% | +1.6% |
| 3M | -10.3% | -0.3% | -10.0% | -10.8% |
| 6M | +40.9% | -11.0% | +51.9% | +51.2% |
| YTD | +56.1% | -19.2% | +75.3% | +78.1% |
| 1Y | +109.0% | -21.2% | +130.2% | +143.0% |
| 3Y | +288.8% | +18.6% | +270.2% | +246.3% |
| 5Y | +489.1% | -14.3% | +503.5% | +532.2% |
| 10Y | +3,041.8% | +141.0% | +2,900.7% | +1,802.8% |
| All | +7,222.2% | +466.0% | +6,756.2% | +2,951.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling