+89.3%
KLAC vs NVTS
+105.1%
-15.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.3% | -2.4% | +1.0% |
| 7D | -2.7% | -1.4% | -1.2% | -2.4% |
| 30D | -13.2% | -16.5% | +3.4% | -9.8% |
| 3M | -25.0% | -47.6% | +22.6% | -15.6% |
| 6M | +23.6% | +7.3% | +16.3% | +20.2% |
| YTD | +49.2% | +62.9% | -13.7% | +33.3% |
| 1Y | +89.3% | +91.3% | -2.0% | +60.3% |
| All | +89.3% | +105.1% | -15.8% | +60.3% |
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