+26.2%
KLAC vs NTR
+36.7%
-10.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.0% | -8.1% | -3.3% |
| 7D | -5.7% | +4.3% | -10.0% | -4.8% |
| 30D | -27.6% | +2.6% | -30.2% | -27.0% |
| 3M | -23.3% | +8.5% | -31.8% | -22.1% |
| 6M | -12.4% | -3.3% | -9.0% | -12.4% |
| YTD | +23.7% | +19.6% | +4.1% | +26.3% |
| 1Y | +26.2% | +37.6% | -11.4% | +29.0% |
| All | +26.2% | +36.7% | -10.5% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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