+347.8%
KLAC vs NVDL
+2,480.8%
-2,133.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.7% | +1.6% | -1.7% |
| 7D | +2.5% | -8.7% | +11.1% | +5.3% |
| 30D | -11.5% | -1.3% | -10.2% | -11.7% |
| 3M | -16.9% | +11.4% | -28.3% | -20.1% |
| 6M | +22.2% | +22.9% | -0.6% | +12.9% |
| YTD | +46.4% | +15.4% | +30.9% | +36.8% |
| 1Y | +91.0% | +18.8% | +72.3% | +74.4% |
| 3Y | +264.6% | +641.4% | -376.8% | +67.6% |
| All | +347.8% | +2,480.8% | -2,133.0% | +36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling