+267.2%
KLAC vs NOK
+182.2%
+85.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.7% |
| 7D | +2.5% | +8.7% | -6.2% | -0.6% |
| 30D | -11.5% | +12.5% | -24.0% | -15.2% |
| 3M | -16.9% | -20.7% | +3.8% | -10.3% |
| 6M | +22.2% | +36.2% | -13.9% | +14.7% |
| YTD | +46.4% | +64.1% | -17.8% | +30.9% |
| 1Y | +91.0% | +132.4% | -41.4% | +50.2% |
| All | +267.2% | +182.2% | +85.0% | +198.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling