+153,071.2%
KLAC vs NTRS
+7,800.3%
+145,270.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.4% |
| 7D | -2.7% | +1.4% | -4.0% | -3.4% |
| 30D | -13.2% | -0.7% | -12.5% | -12.9% |
| 3M | -25.0% | +11.3% | -36.3% | -29.0% |
| 6M | +23.6% | +35.5% | -11.9% | +6.1% |
| YTD | +49.2% | +40.6% | +8.6% | +25.8% |
| 1Y | +89.3% | +49.2% | +40.1% | +54.9% |
| 3Y | +274.4% | +167.2% | +107.1% | +126.7% |
| 5Y | +440.9% | +94.9% | +346.0% | +276.1% |
| 10Y | +2,947.7% | +259.5% | +2,688.2% | +1,438.5% |
| All | +153,071.2% | +7,800.3% | +145,270.9% | +20,333.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling