+430.6%
KLAC vs XYZ
-68.7%
+499.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | +2.5% | -5.2% | +7.6% | +4.1% |
| 30D | -11.5% | 0.0% | -11.5% | -11.7% |
| 3M | -16.9% | +18.7% | -35.6% | -22.0% |
| 6M | +22.2% | +20.5% | +1.7% | +13.9% |
| YTD | +46.4% | +21.5% | +24.9% | +34.7% |
| 1Y | +91.0% | +7.2% | +83.8% | +82.0% |
| 3Y | +264.6% | +49.0% | +215.6% | +189.7% |
| 5Y | +430.6% | -68.1% | +498.7% | +519.1% |
| All | +430.6% | -68.7% | +499.3% | +519.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling