+113.7%
KLAC vs NOK
+123.4%
-9.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.7% | +4.7% | +6.3% |
| 7D | +5.7% | -1.8% | +7.5% | +6.5% |
| 30D | -3.6% | +4.7% | -8.3% | -5.2% |
| 3M | -12.8% | -39.7% | +26.8% | -0.1% |
| 6M | +26.1% | +23.1% | +3.0% | +30.8% |
| YTD | +53.3% | +55.0% | -1.7% | +56.8% |
| 1Y | +113.7% | +118.0% | -4.4% | +121.1% |
| All | +113.7% | +123.4% | -9.7% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 NOK 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