+274.4%
KLAC vs NI
+68.9%
+205.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -13.2% | -1.4% | -11.8% | -13.0% |
| 3M | -25.0% | -10.6% | -14.4% | -24.0% |
| 6M | +23.6% | -9.3% | +32.9% | +24.8% |
| YTD | +49.2% | +1.1% | +48.1% | +48.4% |
| 1Y | +89.3% | +3.4% | +85.9% | +87.8% |
| 3Y | +274.4% | +67.9% | +206.5% | +284.3% |
| All | +274.4% | +68.9% | +205.4% | +284.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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