+160,143.0%
KLAC vs NSC
+5,718.1%
+154,424.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | +10.6% | -1.5% | +12.1% | +11.4% |
| 30D | -4.5% | -1.9% | -2.6% | -3.7% |
| 3M | -10.3% | +6.2% | -16.5% | -13.0% |
| 6M | +40.9% | +9.2% | +31.7% | +34.2% |
| YTD | +56.1% | +15.0% | +41.1% | +44.9% |
| 1Y | +109.0% | +21.1% | +87.9% | +89.2% |
| 3Y | +288.8% | +78.6% | +210.2% | +188.3% |
| 5Y | +489.1% | +45.9% | +443.3% | +379.5% |
| 10Y | +3,041.8% | +326.9% | +2,714.9% | +1,481.4% |
| All | +160,143.0% | +5,718.1% | +154,424.9% | +26,878.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling