+274.4%
KLAC vs NLY
+64.2%
+210.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.4% | +2.2% |
| 7D | -2.7% | -4.0% | +1.3% | -0.1% |
| 30D | -13.2% | -5.2% | -7.9% | -10.2% |
| 3M | -25.0% | +2.8% | -27.8% | -26.6% |
| 6M | +23.6% | +4.2% | +19.4% | +20.0% |
| YTD | +49.2% | +4.7% | +44.5% | +45.8% |
| 1Y | +89.3% | +12.7% | +76.6% | +76.8% |
| 3Y | +274.4% | +62.5% | +211.8% | +179.3% |
| All | +274.4% | +64.2% | +210.2% | +179.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling