-17.5%
KLAC vs NDAQ
+22.9%
-40.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.3% |
| 7D | +10.0% | +1.3% | +8.7% | +10.7% |
| 30D | -14.8% | +18.0% | -32.8% | -4.0% |
| 3M | -27.2% | +11.5% | -38.7% | -21.5% |
| 6M | -17.5% | +21.1% | -38.5% | +4.2% |
| All | -17.5% | +22.9% | -40.3% | +4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling