+26.2%
KLAC vs NKE
-33.0%
+59.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.2% | -9.3% | -3.5% |
| 7D | -5.7% | +9.0% | -14.6% | -4.8% |
| 30D | -27.6% | +19.2% | -46.8% | -26.3% |
| 3M | -23.3% | -1.5% | -21.8% | -22.6% |
| 6M | -12.4% | -4.2% | -8.2% | -11.6% |
| YTD | +23.7% | -34.8% | +58.5% | +28.1% |
| 1Y | +26.2% | -31.7% | +57.9% | +30.7% |
| All | +26.2% | -33.0% | +59.2% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 1y: compounded portfolio wealth divided by compounded NKE 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…
1y analysis · Full analysis span regression · 6 months rolling