+274.4%
KLAC vs NKE
-59.9%
+334.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | -2.7% | -4.2% | +1.5% | -1.9% |
| 30D | -13.2% | -8.2% | -5.0% | -11.9% |
| 3M | -25.0% | -19.1% | -5.9% | -22.2% |
| 6M | +23.6% | -32.6% | +56.2% | +33.3% |
| YTD | +49.2% | -40.7% | +89.9% | +66.0% |
| 1Y | +89.3% | -48.9% | +138.2% | +118.2% |
| 3Y | +274.4% | -59.2% | +333.6% | +297.5% |
| All | +274.4% | -59.9% | +334.2% | +297.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling