+154,996.0%
KLAC vs NOC
+16,477.3%
+138,518.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.0% |
| 7D | +6.2% | -1.6% | +7.8% | +6.6% |
| 30D | -5.0% | -10.4% | +5.4% | -2.0% |
| 3M | -14.4% | -5.6% | -8.8% | -13.7% |
| 6M | +28.3% | -30.4% | +58.7% | +41.7% |
| YTD | +51.1% | -8.5% | +59.6% | +52.7% |
| 1Y | +100.4% | -8.3% | +108.7% | +101.9% |
| 3Y | +276.3% | +28.2% | +248.1% | +229.4% |
| 5Y | +452.1% | +56.7% | +395.3% | +337.7% |
| 10Y | +2,986.0% | +189.3% | +2,796.6% | +1,861.3% |
| All | +154,996.0% | +16,477.3% | +138,518.6% | +37,544.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling