+274.4%
KLAC vs NTRA
+507.7%
-233.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.7% |
| 7D | -2.7% | +0.2% | -2.9% | -2.7% |
| 30D | -13.2% | +4.1% | -17.3% | -14.1% |
| 3M | -25.0% | +50.0% | -75.1% | -33.2% |
| 6M | +23.6% | +67.3% | -43.7% | +5.3% |
| YTD | +49.2% | +43.6% | +5.6% | +32.5% |
| 1Y | +89.3% | +89.2% | +0.1% | +53.8% |
| 3Y | +274.4% | +502.5% | -228.2% | +144.1% |
| All | +274.4% | +507.7% | -233.3% | +144.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling