-8.0%
KLAC vs NKE
-11.3%
+3.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.2% | -4.4% |
| 7D | +2.5% | -5.5% | +8.0% | -1.7% |
| 30D | -11.5% | -10.4% | -1.1% | -18.3% |
| All | -8.0% | -11.3% | +3.4% | -16.3% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling