+267.2%
KLAC vs NSC
+75.0%
+192.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +2.5% | -1.4% | +3.8% | +3.2% |
| 30D | -11.5% | -3.4% | -8.1% | -10.1% |
| 3M | -16.9% | +5.1% | -22.0% | -19.1% |
| 6M | +22.2% | +9.2% | +13.0% | +16.2% |
| YTD | +46.4% | +13.4% | +33.0% | +36.3% |
| 1Y | +91.0% | +20.8% | +70.2% | +72.0% |
| All | +267.2% | +75.0% | +192.2% | +166.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling