+430.6%
KLAC vs NTAP
+122.8%
+307.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.8% |
| 7D | +2.5% | -1.0% | +3.4% | +3.1% |
| 30D | -11.5% | -7.5% | -4.0% | -7.3% |
| 3M | -16.9% | +14.6% | -31.6% | -24.3% |
| 6M | +22.2% | +91.0% | -68.8% | -24.1% |
| YTD | +46.4% | +73.7% | -27.3% | -3.6% |
| 1Y | +91.0% | +51.2% | +39.8% | +39.0% |
| 3Y | +264.6% | +146.1% | +118.4% | +72.8% |
| 5Y | +430.6% | +122.8% | +307.7% | +164.0% |
| All | +430.6% | +122.8% | +307.8% | +164.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling