+433.3%
KLAC vs NTRS
+93.2%
+340.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.3% |
| 7D | -2.7% | +1.4% | -4.0% | -3.5% |
| 30D | -13.2% | -0.7% | -12.5% | -12.9% |
| 3M | -25.0% | +11.3% | -36.3% | -29.8% |
| 6M | +23.6% | +35.5% | -11.9% | +2.7% |
| YTD | +49.2% | +40.6% | +8.6% | +21.3% |
| 1Y | +89.3% | +49.2% | +40.1% | +48.6% |
| 3Y | +274.4% | +167.2% | +107.1% | +105.9% |
| All | +433.3% | +93.2% | +340.1% | +267.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling