+7,163.0%
KLAC vs NDAQ
+2,632.1%
+4,530.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.0% |
| 7D | +21.2% | +1.7% | +19.5% | +20.5% |
| 30D | -14.5% | +16.2% | -30.7% | -19.2% |
| 3M | -24.4% | +14.0% | -38.3% | -28.1% |
| 6M | -12.9% | +22.3% | -35.2% | -20.4% |
| YTD | +29.9% | +13.0% | +16.9% | +21.7% |
| 1Y | +31.9% | +24.0% | +7.9% | +19.4% |
| 3Y | +201.5% | +117.1% | +84.4% | +122.9% |
| 5Y | +298.6% | +67.5% | +231.0% | +222.8% |
| 10Y | +2,324.4% | +474.3% | +1,850.1% | +1,255.1% |
| All | +7,163.0% | +2,632.1% | +4,530.9% | +2,647.7% |
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