+113.7%
KLAC vs NVTS
+109.2%
+4.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.3% | +1.0% | +6.0% |
| 7D | +5.7% | +2.7% | +3.0% | +5.1% |
| 30D | -3.6% | -4.5% | +0.8% | -2.8% |
| 3M | -12.8% | -61.5% | +48.7% | +2.9% |
| 6M | +26.1% | +28.0% | -1.9% | +18.4% |
| YTD | +53.3% | +65.3% | -12.0% | +36.4% |
| 1Y | +113.7% | +113.0% | +0.7% | +87.8% |
| All | +113.7% | +109.2% | +4.5% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling