+274.4%
KLAC vs NTR
+36.8%
+237.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.3% | +2.0% |
| 7D | -2.7% | -1.3% | -1.4% | -2.5% |
| 30D | -13.2% | +16.8% | -29.9% | -15.1% |
| 3M | -25.0% | +20.7% | -45.8% | -27.3% |
| 6M | +23.6% | +0.5% | +23.1% | +23.1% |
| YTD | +49.2% | +29.2% | +20.0% | +40.1% |
| 1Y | +89.3% | +39.6% | +49.7% | +73.3% |
| 3Y | +274.4% | +37.9% | +236.5% | +224.5% |
| All | +274.4% | +36.8% | +237.6% | +224.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling