+1,832.3%
KLAC vs NTR
+97.9%
+1,734.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.3% | +2.1% |
| 7D | -2.7% | -1.3% | -1.4% | -2.2% |
| 30D | -13.2% | +16.8% | -29.9% | -18.0% |
| 3M | -25.0% | +20.7% | -45.8% | -30.5% |
| 6M | +23.6% | +0.5% | +23.1% | +21.2% |
| YTD | +49.2% | +29.2% | +20.0% | +32.2% |
| 1Y | +89.3% | +39.6% | +49.7% | +61.3% |
| 3Y | +274.4% | +37.9% | +236.5% | +212.2% |
| 5Y | +440.9% | +47.1% | +393.9% | +292.8% |
| All | +1,832.3% | +97.9% | +1,734.3% | +979.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling