+23.6%
KLAC vs NTRS
+38.5%
-14.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.2% |
| 7D | -2.7% | +1.4% | -4.0% | -3.6% |
| 30D | -13.2% | -0.7% | -12.5% | -12.7% |
| 3M | -25.0% | +11.3% | -36.3% | -30.1% |
| 6M | +23.6% | +35.5% | -11.9% | -9.2% |
| All | +23.6% | +38.5% | -14.9% | -9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling