+113.7%
KLAC vs NTRS
+46.5%
+67.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.8% | +7.6% |
| 7D | +5.7% | -0.1% | +5.8% | +5.8% |
| 30D | -3.6% | +1.2% | -4.8% | -4.4% |
| 3M | -12.8% | +8.3% | -21.2% | -17.6% |
| 6M | +26.1% | +30.0% | -3.9% | +3.1% |
| YTD | +53.3% | +38.0% | +15.3% | +19.4% |
| 1Y | +113.7% | +47.4% | +66.3% | +62.0% |
| All | +113.7% | +46.5% | +67.2% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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