+3,781.0%
KLAC vs NTRA
+1,727.4%
+2,053.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.8% |
| 7D | -2.7% | +0.2% | -2.9% | -2.7% |
| 30D | -13.2% | +4.1% | -17.3% | -13.9% |
| 3M | -25.0% | +50.0% | -75.1% | -31.2% |
| 6M | +23.6% | +67.3% | -43.7% | +10.1% |
| YTD | +49.2% | +43.6% | +5.6% | +36.6% |
| 1Y | +89.3% | +89.2% | +0.1% | +63.9% |
| 3Y | +274.4% | +502.5% | -228.2% | +156.1% |
| 5Y | +440.9% | +173.8% | +267.2% | +295.6% |
| 10Y | +2,947.7% | +3,189.3% | -241.6% | +1,501.2% |
| All | +3,781.0% | +1,727.4% | +2,053.6% | +1,946.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling