+3,177.7%
KLAC vs XYZ
+608.9%
+2,568.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.9% |
| 7D | +6.2% | -3.7% | +9.9% | +7.4% |
| 30D | -5.0% | +0.5% | -5.5% | -5.4% |
| 3M | -14.4% | +16.3% | -30.7% | -19.3% |
| 6M | +28.3% | +21.1% | +7.2% | +18.9% |
| YTD | +51.1% | +22.0% | +29.1% | +38.2% |
| 1Y | +100.4% | +5.2% | +95.2% | +91.4% |
| 3Y | +276.3% | +49.6% | +226.8% | +196.5% |
| 5Y | +452.1% | -68.4% | +520.5% | +557.9% |
| 10Y | +2,986.0% | +604.5% | +2,381.4% | +1,662.8% |
| All | +3,177.7% | +608.9% | +2,568.7% | +1,732.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling