+2,896.3%
KLAC vs NOC
+192.5%
+2,703.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +2.0% |
| 7D | -2.7% | +0.8% | -3.4% | -2.9% |
| 30D | -13.2% | -9.7% | -3.5% | -11.1% |
| 3M | -25.0% | -5.6% | -19.4% | -24.5% |
| 6M | +23.6% | -28.6% | +52.2% | +34.3% |
| YTD | +49.2% | -7.9% | +57.1% | +50.2% |
| 1Y | +89.3% | -9.5% | +98.8% | +91.1% |
| 3Y | +274.4% | +28.4% | +246.0% | +225.4% |
| 5Y | +440.9% | +59.0% | +382.0% | +303.6% |
| All | +2,896.3% | +192.5% | +2,703.8% | +1,550.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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