+274.4%
KLAC vs NVDL
+625.2%
-350.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.1% | +2.0% |
| 7D | -2.7% | -10.3% | +7.6% | +0.6% |
| 30D | -13.2% | -7.1% | -6.0% | -11.8% |
| 3M | -25.0% | +6.6% | -31.6% | -27.1% |
| 6M | +23.6% | +21.1% | +2.5% | +14.4% |
| YTD | +49.2% | +15.2% | +34.0% | +39.3% |
| 1Y | +89.3% | +18.8% | +70.5% | +72.6% |
| 3Y | +274.4% | +649.9% | -375.5% | +71.1% |
| All | +274.4% | +625.2% | -350.8% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 3y: compounded portfolio wealth divided by compounded NVDL 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…
3y analysis · Full analysis span regression · 6 months rolling