+2,896.3%
KLAC vs NSC
+332.1%
+2,564.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.6% |
| 7D | -2.7% | -2.8% | +0.1% | -0.9% |
| 30D | -13.2% | -4.5% | -8.6% | -10.6% |
| 3M | -25.0% | +3.5% | -28.6% | -27.0% |
| 6M | +23.6% | +8.5% | +15.1% | +15.8% |
| YTD | +49.2% | +12.3% | +36.9% | +36.4% |
| 1Y | +89.3% | +18.9% | +70.4% | +66.4% |
| 3Y | +274.4% | +74.1% | +200.2% | +144.9% |
| 5Y | +440.9% | +43.9% | +397.0% | +298.5% |
| All | +2,896.3% | +332.1% | +2,564.2% | +1,139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling