+5,645.9%
KLAC vs NRG
+1,484.6%
+4,161.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -2.1% |
| 7D | +2.5% | -0.2% | +2.6% | +2.6% |
| 30D | -11.5% | -6.8% | -4.7% | -9.6% |
| 3M | -16.9% | -7.1% | -9.8% | -15.5% |
| 6M | +22.2% | -27.6% | +49.8% | +33.7% |
| YTD | +46.4% | -29.2% | +75.6% | +61.3% |
| 1Y | +91.0% | -29.9% | +120.9% | +110.9% |
| 3Y | +264.6% | +198.7% | +65.9% | +153.0% |
| 5Y | +430.6% | +192.9% | +237.7% | +264.7% |
| 10Y | +2,889.3% | +1,084.1% | +1,805.2% | +1,251.1% |
| All | +5,645.9% | +1,484.6% | +4,161.4% | +2,539.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling