+8,469.7%
KLAC vs NDAQ
+2,327.9%
+6,141.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.9% | +9.2% | +8.0% |
| 7D | +5.7% | -2.4% | +8.2% | +6.6% |
| 30D | -3.6% | +2.5% | -6.1% | -4.5% |
| 3M | -12.8% | +9.9% | -22.7% | -16.7% |
| 6M | +26.1% | +9.4% | +16.6% | +20.0% |
| YTD | +53.3% | +0.4% | +52.9% | +50.3% |
| 1Y | +113.7% | +4.0% | +109.6% | +106.2% |
| 3Y | +274.9% | +94.4% | +180.5% | +189.0% |
| 5Y | +470.1% | +56.7% | +413.4% | +375.1% |
| 10Y | +2,997.0% | +375.3% | +2,621.7% | +1,747.7% |
| All | +8,469.7% | +2,327.9% | +6,141.8% | +3,293.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling