+2,896.3%
KLAC vs NLY
+81.8%
+2,814.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.4% | +2.2% |
| 7D | -2.7% | -4.0% | +1.3% | -0.7% |
| 30D | -13.2% | -5.2% | -7.9% | -10.9% |
| 3M | -25.0% | +2.8% | -27.8% | -26.2% |
| 6M | +23.6% | +4.2% | +19.4% | +21.0% |
| YTD | +49.2% | +4.7% | +44.5% | +46.4% |
| 1Y | +89.3% | +12.7% | +76.6% | +79.0% |
| 3Y | +274.4% | +62.5% | +211.8% | +198.2% |
| 5Y | +440.9% | +26.3% | +414.6% | +376.6% |
| All | +2,896.3% | +81.8% | +2,814.5% | +2,300.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling