+113.7%
KLAC vs NTR
+43.1%
+70.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.6% | +8.9% | +7.2% |
| 7D | +5.7% | +8.1% | -2.4% | +6.5% |
| 30D | -3.6% | +18.8% | -22.4% | -2.1% |
| 3M | -12.8% | +16.2% | -29.0% | -11.7% |
| 6M | +26.1% | +9.8% | +16.3% | +26.4% |
| YTD | +53.3% | +30.9% | +22.4% | +54.7% |
| 1Y | +113.7% | +41.8% | +71.9% | +118.7% |
| All | +113.7% | +43.1% | +70.6% | +118.7% |
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