+433.3%
KLAC vs NVT
+419.5%
+13.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.6% | -2.7% | -1.5% |
| 7D | -2.7% | +4.1% | -6.7% | -5.6% |
| 30D | -13.2% | -5.1% | -8.0% | -9.9% |
| 3M | -25.0% | -1.2% | -23.8% | -23.4% |
| 6M | +23.6% | +46.6% | -23.0% | -5.3% |
| YTD | +49.2% | +60.0% | -10.8% | +7.7% |
| 1Y | +89.3% | +70.8% | +18.5% | +29.6% |
| 3Y | +274.4% | +187.5% | +86.8% | +62.1% |
| All | +433.3% | +419.5% | +13.8% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 5y: compounded portfolio wealth divided by compounded NVT 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…
5y analysis · Full analysis span regression · 6 months rolling