+113.7%
KLAC vs NTRA
+96.0%
+17.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.2% | +7.3% |
| 7D | +5.7% | +0.6% | +5.1% | +5.6% |
| 30D | -3.6% | +19.5% | -23.1% | -6.5% |
| 3M | -12.8% | +47.8% | -60.6% | -18.0% |
| 6M | +26.1% | +61.6% | -35.6% | +14.7% |
| YTD | +53.3% | +43.3% | +10.1% | +43.8% |
| 1Y | +113.7% | +97.0% | +16.6% | +79.7% |
| All | +113.7% | +96.0% | +17.7% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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