+113.7%
KLAC vs NRG
-18.6%
+132.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.4% | +0.9% | +4.3% |
| 7D | +5.7% | +7.1% | -1.4% | +2.5% |
| 30D | -3.6% | -1.4% | -2.2% | -3.3% |
| 3M | -12.8% | -10.5% | -2.4% | -9.7% |
| 6M | +26.1% | -26.7% | +52.8% | +43.1% |
| YTD | +53.3% | -24.5% | +77.8% | +68.6% |
| 1Y | +113.7% | -18.6% | +132.2% | +138.9% |
| All | +113.7% | -18.6% | +132.3% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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