+1,973.9%
KLAC vs NVT
+712.1%
+1,261.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -1.6% |
| 7D | +6.2% | +7.0% | -0.8% | +1.7% |
| 30D | -5.0% | -2.3% | -2.7% | -3.6% |
| 3M | -14.4% | -3.1% | -11.3% | -11.4% |
| 6M | +28.3% | +47.0% | -18.7% | +2.3% |
| YTD | +51.1% | +56.2% | -5.1% | +16.5% |
| 1Y | +100.4% | +74.5% | +25.8% | +44.0% |
| 3Y | +276.3% | +184.0% | +92.3% | +94.6% |
| 5Y | +452.1% | +410.8% | +41.3% | +103.3% |
| All | +1,973.9% | +712.1% | +1,261.8% | +470.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling