+3,813.6%
KLAC vs NVMI
+1,933.5%
+1,880.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.6% |
| 7D | +2.5% | +3.8% | -1.3% | +1.6% |
| 30D | -11.5% | -7.6% | -4.0% | -9.8% |
| 3M | -16.9% | -28.0% | +11.1% | -9.2% |
| 6M | +22.2% | -15.3% | +37.5% | +29.3% |
| YTD | +46.4% | +11.5% | +34.9% | +46.5% |
| 1Y | +91.0% | +31.6% | +59.4% | +84.8% |
| 3Y | +264.6% | +207.0% | +57.6% | +198.1% |
| 5Y | +430.6% | +262.8% | +167.7% | +326.9% |
| 10Y | +2,889.3% | +3,074.6% | -185.3% | +1,710.9% |
| All | +3,813.6% | +1,933.5% | +1,880.1% | +1,824.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling