+89.3%
KLAC vs NTAP
+63.1%
+26.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.5% | -6.6% | -0.7% |
| 7D | -2.7% | +7.4% | -10.0% | -4.9% |
| 30D | -13.2% | -1.4% | -11.8% | -12.9% |
| 3M | -25.0% | +24.6% | -49.6% | -30.1% |
| 6M | +23.6% | +105.9% | -82.3% | -7.3% |
| YTD | +49.2% | +88.5% | -39.3% | +17.8% |
| 1Y | +89.3% | +62.1% | +27.2% | +70.3% |
| All | +89.3% | +63.1% | +26.2% | +70.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling