+279.1%
KLAC vs NDAQ
+90.0%
+189.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.0% |
| 7D | +6.2% | -1.6% | +7.7% | +6.6% |
| 30D | -5.0% | -1.5% | -3.5% | -4.7% |
| 3M | -14.4% | +8.0% | -22.4% | -17.0% |
| 6M | +28.3% | +7.7% | +20.6% | +23.4% |
| YTD | +51.1% | -2.3% | +53.4% | +53.7% |
| 1Y | +100.4% | +0.6% | +99.8% | +99.9% |
| All | +279.1% | +90.0% | +189.1% | +172.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 3y: compounded portfolio wealth divided by compounded NDAQ 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…
3y analysis · Full analysis span regression · 6 months rolling