+433.3%
KLAC vs NKE
-75.0%
+508.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.8% |
| 7D | -2.7% | -4.2% | +1.5% | -1.1% |
| 30D | -13.2% | -8.2% | -5.0% | -10.6% |
| 3M | -25.0% | -19.1% | -5.9% | -19.7% |
| 6M | +23.6% | -32.6% | +56.2% | +41.6% |
| YTD | +49.2% | -40.7% | +89.9% | +80.2% |
| 1Y | +89.3% | -48.9% | +138.2% | +142.7% |
| 3Y | +274.4% | -59.2% | +333.6% | +390.2% |
| All | +433.3% | -75.0% | +508.3% | +903.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling