+150,137.3%
KLAC vs NVO
+31,806.5%
+118,330.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.8% |
| 7D | +2.5% | -7.4% | +9.8% | +4.7% |
| 30D | -11.5% | -5.5% | -6.0% | -10.2% |
| 3M | -16.9% | +4.1% | -21.1% | -18.9% |
| 6M | +22.2% | +19.3% | +2.9% | +14.1% |
| YTD | +46.4% | -9.2% | +55.5% | +46.2% |
| 1Y | +91.0% | -15.0% | +106.0% | +93.8% |
| 3Y | +264.6% | -50.9% | +315.4% | +318.2% |
| 5Y | +430.6% | -0.9% | +431.4% | +380.3% |
| 10Y | +2,889.3% | +152.4% | +2,736.8% | +1,944.5% |
| All | +150,137.3% | +31,806.5% | +118,330.8% | +34,600.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling