+433.3%
KLAC vs NOK
+112.2%
+321.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.8% | -2.8% | -0.2% |
| 7D | -2.7% | +11.0% | -13.6% | -7.2% |
| 30D | -13.2% | +7.8% | -21.0% | -16.1% |
| 3M | -25.0% | -21.0% | -4.0% | -17.2% |
| 6M | +23.6% | +40.9% | -17.3% | +6.3% |
| YTD | +49.2% | +72.0% | -22.8% | +17.4% |
| 1Y | +89.3% | +140.9% | -51.6% | +22.6% |
| 3Y | +274.4% | +194.3% | +80.1% | +111.9% |
| All | +433.3% | +112.2% | +321.1% | +273.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling