+2,896.3%
KLAC vs XYZ
+610.4%
+2,285.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -2.7% | -4.3% | +1.6% | -1.2% |
| 30D | -13.2% | +1.2% | -14.3% | -13.8% |
| 3M | -25.0% | +14.6% | -39.7% | -29.3% |
| 6M | +23.6% | +22.6% | +1.0% | +13.5% |
| YTD | +49.2% | +21.7% | +27.5% | +35.8% |
| 1Y | +89.3% | +6.7% | +82.6% | +79.3% |
| 3Y | +274.4% | +46.8% | +227.5% | +190.9% |
| 5Y | +440.9% | -68.0% | +509.0% | +557.3% |
| All | +2,896.3% | +610.4% | +2,285.9% | +1,254.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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