+274.4%
KLAC vs NVO
-51.9%
+326.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +2.4% |
| 7D | -2.7% | -7.6% | +4.9% | -1.1% |
| 30D | -13.2% | -6.0% | -7.2% | -12.1% |
| 3M | -25.0% | -0.8% | -24.2% | -26.0% |
| 6M | +23.6% | +16.5% | +7.1% | +16.4% |
| YTD | +49.2% | -11.1% | +60.3% | +48.8% |
| 1Y | +89.3% | -16.7% | +106.0% | +92.0% |
| 3Y | +274.4% | -52.9% | +327.3% | +350.8% |
| All | +274.4% | -51.9% | +326.3% | +350.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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