+26.2%
KLAC vs NRG
-50.8%
+77.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -13.5% | +9.4% | +1.9% |
| 7D | -5.7% | -13.7% | +8.1% | +0.4% |
| 30D | -27.6% | -13.6% | -14.0% | -23.3% |
| 3M | -23.3% | -28.5% | +5.2% | -11.6% |
| 6M | -12.4% | -45.8% | +33.4% | +13.8% |
| YTD | +23.7% | -46.9% | +70.7% | +57.3% |
| 1Y | +26.2% | -49.7% | +75.9% | +64.4% |
| All | +26.2% | -50.8% | +77.0% | +64.4% |
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