+2,896.3%
KLAC vs NTAP
+650.8%
+2,245.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.5% | -6.6% | -3.0% |
| 7D | -2.7% | +7.4% | -10.0% | -6.8% |
| 30D | -13.2% | -1.4% | -11.8% | -12.7% |
| 3M | -25.0% | +24.6% | -49.6% | -34.6% |
| 6M | +23.6% | +105.9% | -82.3% | -23.2% |
| YTD | +49.2% | +88.5% | -39.3% | -2.8% |
| 1Y | +89.3% | +62.1% | +27.2% | +35.4% |
| 3Y | +274.4% | +169.1% | +105.3% | +90.2% |
| 5Y | +440.9% | +141.9% | +299.1% | +192.0% |
| All | +2,896.3% | +650.8% | +2,245.5% | +812.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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