+5,801.8%
KLAC vs XYL
+389.9%
+5,411.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.3% | -3.3% |
| 7D | +10.0% | -3.7% | +13.7% | +12.6% |
| 30D | -14.8% | -8.3% | -6.5% | -12.3% |
| 3M | -27.2% | -21.4% | -5.7% | -17.4% |
| 6M | -17.5% | -12.9% | -4.5% | -12.9% |
| YTD | +25.8% | -30.1% | +55.9% | +53.1% |
| 1Y | +31.8% | -35.2% | +67.0% | +68.7% |
| 3Y | +195.3% | -0.8% | +196.1% | +187.0% |
| 5Y | +285.9% | -23.2% | +309.2% | +332.9% |
| 10Y | +2,247.6% | +101.2% | +2,146.4% | +1,442.0% |
| All | +5,801.8% | +389.9% | +5,411.9% | +2,522.6% |
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