+28.3%
KLAC vs NVMI
-7.8%
+36.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.4% |
| 7D | +6.2% | +6.9% | -0.8% | -0.1% |
| 30D | -5.0% | -2.8% | -2.1% | -2.7% |
| 3M | -14.4% | -27.3% | +12.9% | +16.9% |
| 6M | +28.3% | -13.7% | +42.0% | +48.4% |
| All | +28.3% | -7.8% | +36.1% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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