+433.3%
KLAC vs NRG
+194.8%
+238.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.3% | +1.2% |
| 7D | -2.7% | -4.7% | +2.0% | -0.6% |
| 30D | -13.2% | -6.0% | -7.2% | -11.0% |
| 3M | -25.0% | -8.0% | -17.1% | -23.3% |
| 6M | +23.6% | -23.2% | +46.8% | +35.5% |
| YTD | +49.2% | -28.1% | +77.3% | +68.1% |
| 1Y | +89.3% | -27.3% | +116.6% | +111.9% |
| 3Y | +274.4% | +208.7% | +65.7% | +113.2% |
| All | +433.3% | +194.8% | +238.5% | +211.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling