+113.7%
KLAC vs NLY
+20.9%
+92.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.4% | +7.4% |
| 7D | +5.7% | -1.0% | +6.7% | +6.5% |
| 30D | -3.6% | +0.6% | -4.2% | -4.1% |
| 3M | -12.8% | +10.8% | -23.6% | -19.5% |
| 6M | +26.1% | +6.2% | +19.8% | +20.8% |
| YTD | +53.3% | +9.0% | +44.3% | +51.6% |
| 1Y | +113.7% | +19.3% | +94.4% | +112.6% |
| All | +113.7% | +20.9% | +92.8% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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