+6.3%
KLAC vs NLY
+0.3%
+6.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | -0.4% | -12.9% | -13.1% |
| 7D | -22.5% | +2.1% | -24.5% | -23.3% |
| 30D | -34.3% | +2.3% | -36.6% | -35.1% |
| 3M | -32.6% | -13.7% | -18.9% | -24.3% |
| 6M | -24.9% | -9.6% | -15.3% | -19.1% |
| YTD | +7.2% | -6.5% | +13.7% | +20.7% |
| 1Y | +6.3% | -0.6% | +6.9% | +21.0% |
| All | +6.3% | +0.3% | +6.0% | +21.0% |
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